Covariance Intersection for Partially Correlated Random Vectors
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Publication:4567111
DOI10.1109/TAC.2017.2718243zbMath1458.62123MaRDI QIDQ4567111
Qianqian Cai, Fu, Minyue, Zongze Wu
Publication date: 27 June 2018
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Measures of association (correlation, canonical correlation, etc.) (62H20) Filtering in stochastic control theory (93E11) Probability distributions: general theory (60E05)
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