Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (Q5168006): Difference between revisions

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Latest revision as of 22:34, 13 November 2024

scientific article; zbMATH DE number 6312749
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English
Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications
scientific article; zbMATH DE number 6312749

    Statements

    Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (English)
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    3 July 2014
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    random parameter matrices
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    correlated noises
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    optimal least-squares estimation
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    innovation approach
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