Linear Kalman-Bucy filter with autoregressive signal and noise (Q2289236)
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scientific article; zbMATH DE number 7159148
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| default for all languages | No label defined |
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| English | Linear Kalman-Bucy filter with autoregressive signal and noise |
scientific article; zbMATH DE number 7159148 |
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Linear Kalman-Bucy filter with autoregressive signal and noise (English)
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28 January 2020
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Kalman
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Bucy filter
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autoregressive processes of high order
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0.9811766
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0.8854204
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0.8796933
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0.8734522
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0.86525595
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0.8650527
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