Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise.
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Publication:1575785
DOI10.1016/S0165-1684(00)00105-5zbMath1035.94515MaRDI QIDQ1575785
Publication date: 21 August 2000
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1684(00)00105-5
Signal processing; Filter; Estimation; Linear stochastic systems; Covariance information; Chandrasekhar-type filter; Colored observation noise; White Gaussian observation noise
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
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