IEEE - Institute of Electrical and Electronics Engineers, Inc. - On LMVDR Estimators For LDSS Models: Conditions for Existence and Further Applications

Author(s): Eric Chaumette ; Francois Vincent ; Priot Benoit ; Gael Pages ; Arnaud Dion
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (CD): 2334-3303
ISSN (Electronic): 1558-2523
ISSN (Paper): 0018-9286
DOI: 10.1109/TAC.2018.2868239
Regular:

For linear discrete state-space (LDSS) models, under certain conditions, the linear least mean squares (LLMS) filter estimate has a recursive format, aka the Kalman filter (KF). Interestingly, the... View More

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