Limiting performance of optimal linear filters (Q1295082)
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scientific article; zbMATH DE number 1325687
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting performance of optimal linear filters |
scientific article; zbMATH DE number 1325687 |
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Limiting performance of optimal linear filters (English)
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5 December 1999
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The time continuous linear filtering problem is discussed by mean-square estimation if the intensities of the noise process of the state equation or the intensities of the measurement noise tend to zero.
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optimal filtering
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performance limits
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singular perturbations
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