A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise (Q3917992)
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scientific article; zbMATH DE number 3730010
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| English | A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise |
scientific article; zbMATH DE number 3730010 |
Statements
A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise (English)
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1980
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extended Kalman filter
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linear system with correlated noise
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Gauss-Markov time series
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minimum variance properties
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extended least squares method
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