Explicit solution to the singular discrete-time stationary linear filtering problem (Q3222091)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 3887581
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Explicit solution to the singular discrete-time stationary linear filtering problem |
scientific article; zbMATH DE number 3887581 |
Statements
Explicit solution to the singular discrete-time stationary linear filtering problem (English)
0 references
1985
0 references
stationary discrete-time linear minimum variance filtering
0 references
singular case
0 references
closed-form expressions
0 references
high signal-to-noise ratio
0 references
coloured measurement noise
0 references
0.9339137
0 references
0.90983546
0 references
0.9060544
0 references
0.8904091
0 references
0.8886338
0 references
0.88628197
0 references
0.88506943
0 references
0.87905717
0 references
0.8784655
0 references
