Numerically stable Kalman filter implementations for estimating linear pairwise Markov models in the presence of Gaussian noise

MaRDI QIDQ4595734zbMATH OpenFDO

Authors M. V. Kulikova, J. V. Tsyganova

Publication date 6 December 2017

Full work available at URL http://www.ict.nsc.ru/jct/annotation/1802?l=eng

zbMATH Keywords

algorithmlinear stochastic systemnumerical exampleoptimal estimation of the state vectorpairwise Kalman filterpairwise Markov model

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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