Convergence properties of an optimal filter design with correlated output noise
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Publication:3220465
DOI10.1109/TAC.1985.1103970zbMath0555.93064MaRDI QIDQ3220465
Carlos E. de Souza, José Manoel Fernandes
Publication date: 1985
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)