Solution of ill-posed problem of optimal linear filtering with correlated noise

zbMATH Open0536.93054MaRDI QIDQ792285FDOQ792285

Authors: Nguyen Thuk Loan, Hoang Hong Son 

Publication date: 1983

Published in: Automation and Remote Control (Search for Journal in Brave)

Recommendations

• scientific article; zbMATH DE number 140364
• scientific article; zbMATH DE number 3881594
• scientific article; zbMATH DE number 409770
• scientific article; zbMATH DE number 3943688
• scientific article; zbMATH DE number 4081435

zbMATH Keywords

stable algorithmscorrelated input noiseill-posed optimal linear filtering problem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cited In (13)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A solution to the linear estimation problem with correlated signal and noise
• The influence of the zeros of a system on the solvability of optimal filtering with colored noise
• Title not available (Why is that?)
• Optimal linear filtering and extrapolation of realizations of a vector random function observed with errors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: Solution of ill-posed problem of optimal linear filtering with correlated noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q792285)