Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems (Q1314551)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems |
scientific article; zbMATH DE number 503512
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems |
scientific article; zbMATH DE number 503512 |
Statements
Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems (English)
0 references
24 February 1994
0 references
optimal discrete-time filtering algorithm
0 references
observation noise
0 references
white Gaussian process
0 references
linear stochastic distributed parameter systems
0 references
0.9075514
0 references
0.9050034
0 references
0.89950603
0 references
0.8879466
0 references
0 references
0.88382983
0 references
0.88306224
0 references