An exact minimum variance filter for a class of discrete time systems with random parameter perturbations
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Publication:1630177
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Cites work
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Cited in
(8)- Minimal variance of errors in two-channel time-varying filtering
- Extended square-root covariance filtering algorithm for discrete-time systems with multiplicative and additive noises
- An approximate minimum mean-square error estimator for linear discrete time-varying systems: handling try-once-discard protocol
- Quadrature filters for one-step randomly delayed measurements
- Minimal-order Wiener filter for a system with exact measurements
- scientific article; zbMATH DE number 4091377 (Why is no real title available?)
- Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms
- Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems
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