Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems
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Publication:1314551
DOI10.1016/0165-1684(93)90077-NzbMath0791.93090MaRDI QIDQ1314551
Publication date: 24 February 1994
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1684(93)90077-n
observation noise; linear stochastic distributed parameter systems; optimal discrete-time filtering algorithm; white Gaussian process
93E11: Filtering in stochastic control theory
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