A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise (Q3917992): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1109/tac.1980.1102269 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2086940713 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 11:11, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise |
scientific article |
Statements
A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise (English)
0 references
1980
0 references
extended Kalman filter
0 references
linear system with correlated noise
0 references
Gauss-Markov time series
0 references
minimum variance properties
0 references
extended least squares method
0 references
