Optimal and Suboptimal Estimation of Quadratic Functionals of the State Vector in Linear Stochastic Systems
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DOI: 10.1080/03772063.2016.1274238
Abstract: ABSTRACT This paper focuses on estimation of a quadratic functional (QF) of a random signal in dynamic systems described by a linear stochastic differential equations. The QF represents a quadratic form of state variables, which… read more here.
Keywords: stochastic systems; estimation quadratic; optimal suboptimal; mean square ... See more keywords