Some new algorithms for recursive linear estimation and related problems

The paper is an outline of a talk that will survey some algorithms that have recently been developed for linear estimation in dynamical systems with time-invariant parameters. The algorithms have potential numerical advantages and in particular require less effort than the Kalman filter. Special cases of the algorithms are closely related to certain early (1947) work in astrophysics by So Chandrasekhar and in estimation by N. Levinson. The algorithms can be used to solve several other problems beside estimation. Furthermore, they are closely related to algorithms for minimal realization and for system inversion.