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RISErratum: “Recent Development in France of Stochastic Filtering and Its Application to Identification” (Journal of Dynamic Systems, Measurement, and Control, 1974, 96, pp. 421–425)
Publisher: The American Society of Mechanical Engineers (ASME)
Erratum: “Recent Development in France of Stochastic Filtering and Its Application to Identification” (Journal of Dynamic Systems, Measurement, and Control, 1974, 96, pp. 421–425)
Publisher: The American Society of Mechanical Engineers (ASME)
New Results on Optimal Joint Parameter and State Estimation of Linear Stochastic Systems
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: In this paper a complete presentation of a new canonical representation of multiinput, multioutput linear stochastic systems is given. Its equivalence with operator form directly linked with ARMA ...