New algorithms for estimation with sequentially correlated measurement noise †

DOI10.1080/00207727108920194zbMATH Open0244.93058OpenAlexW1999153868MaRDI QIDQ5656661FDOQ5656661

Author name not available (Why is that?)

Publication date: 1971

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727108920194

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Reduced order Kalman filter†

Cited In (2)

• Forecasting based on time series with correlated errors by information preserving filter Demand forecasting from information theory
• Error analysis of modeling and bias errors in continuous time state estimation

This page was built for publication: New algorithms for estimation with sequentially correlated measurement noise †

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5656661)