Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise. (Q1575785)

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Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise.
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    Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise. (English)
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    21 August 2000
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    Chandrasekhar-type filter
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    Linear stochastic systems
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    Covariance information
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    White Gaussian observation noise
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    Colored observation noise
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    Filter
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    Estimation
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    Signal processing
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