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control; numerical stability; best linear unbiased estimation; unknown covariance matrix scalar factor

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References:

[1] C. R. Rao: **Unified Theory of Linear Estimation**. Sankhyā, Vol. 33 1971, pp. 371 - 394. MR 0319321 | Zbl 0236.62048

[2] C. R. Rao: **Linear Statistical Inference and Its Applications**. John Wiley, N. York 1973. MR 0346957 | Zbl 0256.62002

[3] C. R. Rao S. K. Mitra: **Generalized Inversa of Matrices and Its Applications**. John Wiley, N. York 1971. MR 0338013