Cauchy problem for least-squares estimation with semidegenerate covariance (Q1808498): Difference between revisions
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Latest revision as of 09:34, 30 July 2024
scientific article
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English | Cauchy problem for least-squares estimation with semidegenerate covariance |
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Statements
Cauchy problem for least-squares estimation with semidegenerate covariance (English)
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23 May 2000
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A linear least squares filtering problem with a semidegenerate integral equation is considered. Through invariant imbedding it is reduced to a system of ordinary differential equations with initial conditions. Formulas are given for real time sequential computation of the optimal estimate.
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detection
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invariant imbedding
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integral equations
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least squares filtering
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