Critical Issues on Kalman Filter with Colored and Correlated System Noises (Q4599952)
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scientific article; zbMATH DE number 6822490
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| English | Critical Issues on Kalman Filter with Colored and Correlated System Noises |
scientific article; zbMATH DE number 6822490 |
Statements
Critical Issues on Kalman Filter with Colored and Correlated System Noises (English)
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5 January 2018
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Kalman filter
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colored noise
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correlated noise
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autoregressive model
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0.8728798
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0.86858267
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0.8584963
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0.8546611
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0.8513242
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0.85018444
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