• DocumentCode
    798725
  • Title

    Linear transformations of optimal linear estimates

  • Author

    Knapp, Charles H.

  • Author_Institution
    University of Connecticut, Storrs, CT, USA
  • Volume
    13
  • Issue
    6
  • fYear
    1968
  • fDate
    12/1/1968 12:00:00 AM
  • Firstpage
    751
  • Lastpage
    751
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1968.1099021
  • Filename
    1099021
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=798725