Title :
Estimating the output of a linear discrete system with Gaussian inputs
Author_Institution :
Philco Western Development Laboratories, Palo Alto, CA
fDate :
10/1/1963 12:00:00 AM
Keywords :
Linear systems, stochastic discrete-time; State estimation; Algorithms; Covariance matrix; Filtering theory; Gaussian noise; Helium; Nonlinear filters; Pattern recognition; Smoothing methods; State estimation; Yttrium;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1963.1105613