Algorithms for optimal errors-in-variables filtering.
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Publication:1853445
DOI10.1016/S0167-6911(02)00243-8zbMath1106.93340MaRDI QIDQ1853445
Umberto Soverini, Roberto Diversi, Roberto P. Guidorzi
Publication date: 21 January 2003
Published in: Systems \& Control Letters (Search for Journal in Brave)
Cholesky factorization; Kalman filtering; Recursive filtering; Errors-in-variables models; Innovations approach; Optimal filtering
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
Related Items
Least-squares parameter estimation of linear systems with noisy input–output data, Linear dynamic filtering with noisy input and output, Optimal errors-in-variables filtering
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