Unbiased minimum-variance linear state estimation
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Publication:1092867
DOI10.1016/0005-1098(87)90037-9zbMath0627.93065OpenAlexW2016026577MaRDI QIDQ1092867
Publication date: 1987
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(87)90037-9
linear estimationKalman filtersgeophysical and environmental applicationsmean areal precipitationnon-Gaussian system inputs
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Application models in control theory (93C95) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Meteorology and atmospheric physics (86A10)
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