Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (Q5168006)
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scientific article; zbMATH DE number 6312749
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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