A new form of the extended Kalman filter for parameter estimation in linear systems with correlated noise (Q3917992)
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 3730010
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
1980
0 references
extended Kalman filter
0 references
linear system with correlated noise
0 references
Gauss-Markov time series
0 references
minimum variance properties
0 references
extended least squares method
0 references
