Explicit solution to the unstable stationary filtering problem (Q3703769)
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scientific article; zbMATH DE number 3928855
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| default for all languages | No label defined |
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| English | Explicit solution to the unstable stationary filtering problem |
scientific article; zbMATH DE number 3928855 |
Statements
Explicit solution to the unstable stationary filtering problem (English)
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1986
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constant Kalman gain
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stationary filtered estimation
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linear unstable processes
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0.8491924405097961
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0.7954226732254028
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0.7706578969955444
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0.7691388726234436
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