On the estimation of the covariance of the continuous multiplicative systems (Q1763965)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of the covariance of the continuous multiplicative systems |
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On the estimation of the covariance of the continuous multiplicative systems (English)
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22 February 2005
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This paper is devoted to the study of the estimation problem for state and error covariances of continuous multiplicative systems, both upper and lower matrix bounds being obtained. These bounds are shown to be more general than those obtained hitherto, and are also seen to be sharper in certain cases.
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multiplicative systems
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estimation
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noise
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error covariances
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upper and lower matrix bounds
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