scientific article; zbMATH DE number 1507358

MaRDI QIDQ4504089zbMATH OpenFDO

Authors Jiri Náprstek

Publication date 16 October 2001

zbMATH Keywords

Gaussian colored noiseKalman filtersystems representation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20)

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Cited in

(8)

• Optimal filtering of doubly stochastic auto-regressive processes
• Statistical digital filtration of continuous random processes with colored noises of measurement
• Optimal filters which maximize the relation signal/noise in the stationary case
• Kalman type filter under stationary noises
• Kalman filtering with finite-step autocorrelated measurement noise
• Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems
• Optimal modeling and filtering of stochastic time series for geoscience applications
• Optimal filtering of piecewise deterministic processes for source detection and separation in electric load monitoring

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