Title :
The relationship of alternate state-space representations in linear fiitering problems
Author_Institution :
Massachusetts Institute of Technology, Cambridge, MA, USA
fDate :
12/1/1967 12:00:00 AM
Keywords :
Filtering; Linear systems, time-invariant continuous-time; Bismuth; Coordinate measuring machines; Covariance matrix; Differential equations; Maximum likelihood detection; Random variables; Riccati equations; State estimation; Vectors; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1967.1098753