Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise. (Q1575785)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise. |
scientific article |
Statements
Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise. (English)
0 references
21 August 2000
0 references
Chandrasekhar-type filter
0 references
Linear stochastic systems
0 references
Covariance information
0 references
White Gaussian observation noise
0 references
Colored observation noise
0 references
Filter
0 references
Estimation
0 references
Signal processing
0 references