Explicit solution to the singular discrete-time stationary linear filtering problem (Q3222091): Difference between revisions
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Latest revision as of 11:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solution to the singular discrete-time stationary linear filtering problem |
scientific article |
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Explicit solution to the singular discrete-time stationary linear filtering problem (English)
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1985
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stationary discrete-time linear minimum variance filtering
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singular case
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closed-form expressions
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high signal-to-noise ratio
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coloured measurement noise
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