Filtering in discrete-time systems with state and observation noises correlated on a finite time interval (Q3722395)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering in discrete-time systems with state and observation noises correlated on a finite time interval |
scientific article |
Statements
Filtering in discrete-time systems with state and observation noises correlated on a finite time interval (English)
0 references
1986
0 references
coloured noises
0 references
discrete-time linear filtering
0 references
state and observation noises
0 references
Fixed-step state estimates
0 references
