Optimal estimation of linear discrete-time systems with stochastic parameters

Optimal recursive estimation with uncertain observation

N. Nahi · IEEE Transactions on Information Theory · 1969 · 599 citations

State Estimation, Optimal Recursive Estimation, Statistical Signal Processing +12

Infinite horizon optimal control of linear discrete time systems with stochastic parameters

W.L. De Koning · Automatica · 1982 · 137 citations

Stochastic Hybrid System, Stochastic System, Mathematical Control Theory +4

Optimum Linear Estimation of Stochastic Signals in the Presence of Multiplicative Noise

P.K. Rajasekaran, Neeli Satyanarayana, M Srinath · IEEE Transactions on Aerospace and Electronic Systems · 1971 · 114 citations

State Estimation, Statistical Signal Processing, Multiplicative Noise +15

Stability of optimum linear estimators of stochastic signals in white multiplicative noise

J.K. Tugnait · IEEE Transactions on Automatic Control · 1981 · 72 citations

State Estimation, Adaptive Filter, Linear Systems +15

Equivalent discrete optimal control problem for randomly sampled digital control systems

W.L. De Koning · International Journal of Systems Science · 1980 · 32 citations

Mathematical Programming, Stochastic Hybrid System, Control Method +11