Explicit solution to the singular discrete-time stationary linear filtering problem (Q3222091)
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scientific article; zbMATH DE number 3887581
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| English | Explicit solution to the singular discrete-time stationary linear filtering problem |
scientific article; zbMATH DE number 3887581 |
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Explicit solution to the singular discrete-time stationary linear filtering problem (English)
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1985
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stationary discrete-time linear minimum variance filtering
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singular case
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closed-form expressions
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high signal-to-noise ratio
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coloured measurement noise
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0.9339137
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0.90983546
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0.9060544
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0.8904091
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0.8886338
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0.88628197
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0.88506943
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0.87905717
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0.8784655
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