Discrete-time filtering for linear systems in correlated noise with non-Gaussian initial conditions: formulas and asymptotics

Richard B. Sowers, Armand M. Makowski

Research output: Chapter in Book/Report/Conference proceedingOther chapter contribution

Original languageEnglish (US)
Title of host publicationRobust control of linear systems and nonlinear control (Amsterdam, 1989)
PublisherBirkhäuser Boston, Boston, MA
Number of pages13
StatePublished - 1990

Publication series

NameProgr. Systems Control Theory
PublisherBirkhäuser Boston, Boston, MA

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