On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise (Q3743233)
From MaRDI portal
!
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 3976911
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise |
scientific article; zbMATH DE number 3976911 |
Statements
On reducing the order of Kalman filters for discrete-time stochastic systems having singular measurement noise (English)
0 references
1985
0 references
noise-free output
0 references
reduced-order least squares state estimator
0 references
linear discrete-time stochastic system
0 references
0.8345140218734741
0 references
0.830891489982605
0 references
0.8278182744979858
0 references