Title :
Linear transformations of optimal linear estimates
Author :
Knapp, Charles H.
Author_Institution :
University of Connecticut, Storrs, CT, USA
fDate :
12/1/1968 12:00:00 AM
Abstract :
Basic properties of optimal linear estimates are used to prove that linear transformations of such estimates are also optimum.
Keywords :
Estimation; Optimal control; Covariance matrix; Differential equations; Filtering; Kalman filters; Linear systems; Maximum likelihood detection; Nonlinear filters; Prediction theory; Symmetric matrices; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1968.1099021
