Well-posedness of Filtering Problems for Stochastic Linear DAE Models.

Markus Gerdin S. Torkel Glad Lennart Ljung

Published in: CDC/ECC (2005)

Keyphrases

probabilistic model
linear systems
stochastic models
np complete
complex systems
convex quadratic programming
linear gaussian
data sets
prior knowledge
optimization problems
monte carlo
statistical models
filtering algorithm