Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications
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Publication:5168006
DOI10.1080/00207721.2014.909093zbMath1290.93189DBLPjournals/ijsysc/Linares-PerezCG14OpenAlexW2086190046WikidataQ59552034 ScholiaQ59552034MaRDI QIDQ5168006
Raquel Caballero-Águila, Josefa Linares-Pérez, Irene García-Garrido
Publication date: 3 July 2014
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2014.909093
Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)
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