Recursive filtering algorithm based on covariances for uncertainly observed signals correlated with the observation noise

MaRDI QIDQ3371283zbMATH OpenFDO

Authors

Publication date 21 February 2006

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35)

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