@article{1d8111f672964a9685276159bda6fcad,
title = "Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems",
abstract = "We showcase the derivation of the optimal (minimum error variance) estimator, when one part of the stochastic LTI system outputs is not measured but is able to be predicted from the measured system outputs.",
keywords = "Estimation theory, Realisation theory, Synthesis of stochastic systems",
author = "Deividas Eringis and John Leth and Tan, {Zheng Hua} and Rafal Wisniewski and Mihaly Petreczky",
note = "Publisher Copyright: {\textcopyright} 2023 The Authors",
year = "2023",
month = jul,
doi = "10.1016/j.automatica.2023.111018",
language = "English",
volume = "153",
journal = "Automatica",
issn = "0005-1098",
publisher = "Pergamon Press",
}