• DocumentCode
    1559970
  • Title

    Comments on "Estimation and decision for linear systems with elliptical random processes" [with reply]

  • Author

    Chu, K.-Y.

  • Volume
    47
  • Issue
    1
  • fYear
    2002
  • Firstpage
    200
  • Abstract
    In the paper by Kai-ching Chu (see ibid., vol.AC-18, p.499-505, 1973), the conditional covariance matrix of x/sub 2/ given x/sub 1/ was formulated, when x=(x/sub 1//sup T/, x/sub 2//sup T/)/sup T/ is elliptically distributed. A comment is presented to point out an error in the formulation of the conditional covariance matrix and its proof.
  • Keywords
    covariance matrices; estimation theory; linear systems; random processes; conditional covariance matrix; elliptical distribution; elliptical random processes; linear systems; proof; Covariance matrix; Density functional theory; Equations; Gaussian distribution; Linear systems; Random processes; Random variables; Security;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.981746
  • Filename
    981746
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1559970