Filtering and analysis of linear discrete control systems under a nonparametric specification of the correlated noises

zbMATH Open0583.93060MaRDI QIDQ1070204FDOQ1070204

Authors: V. V. Kondrat'ev, A. A. Kocheshkov 

Publication date: 1985

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

filteringcorrelation functionslinear discrete-time systemcoloured discrete-time noiseKalman-type filters

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Cited In (4)

• A modified Kalman filtering for linear discrete-time systems with correlated noise
• Filtering in discrete-time systems with state and observation noises correlated on a finite time interval
• Construction of a correlation model for nonlinear continuous-discrete control systems
• Correlation analysis and estimation of phase coordinates in linear non- Markov systems

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