Abstract
It must be with some trepidation that one ventures to speak about the problems of linear estimation to an audience already well familiar with the overwhelmingly more difficult nonlinear filtering problem. However, perhaps to compensate for this spectacle, the organizers have given me the opportunity to speak first, with considerable latitude in the choice of my topics.
This work was supported in part by the Air Force Office of Scientific Research, Air Force Systems Command, under Contract AF49-620-79-C-0058; by the U.S. Army Command Office under Contract DAAG29-79-C-0215; and by the National Science Foundation, under Grant ENG78-10003.
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Kailath, T. (1981). Some Topics in Linear Estimation. In: Hazewinkel, M., Willems, J.C. (eds) Stochastic Systems: The Mathematics of Filtering and Identification and Applications. NATO Advanced Study Institutes Series, vol 78. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-8546-9_17
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