Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems-Reference-Cited by-同舟云学术

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Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems

Published:2023-07 Issue: Volume:153 Page:111018
ISSN:0005-1098
Container-title:Automatica
language:en
Short-container-title:Automatica

Author:

Eringis Deividas,Leth John,Tan Zheng-Hua,Wisniewski Rafal,Petreczky Mihaly

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference16 articles.

1. User-friendly introduction to PAC-Bayes bounds;Alquier,2021

2. On the properties of variational approximations of gibbs posteriors;Alquier;Journal of Machine Learning Research,2016

3. Weak and strong feedback free processes;Caines;IEEE Transactions on Automatic Control,1976

4. Linear stochastic systems;Caines,1988

5. Feedback between stationary stochastic processes;Caines;IEEE Transactions on Automatic Control,1975

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