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Covariance-based least-squares filtering algorithm under Markovian measurement delays - MaRDI portal

Covariance-based least-squares filtering algorithm under Markovian measurement delays (Q5030564)

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scientific article; zbMATH DE number 7475957
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Covariance-based least-squares filtering algorithm under Markovian measurement delays
scientific article; zbMATH DE number 7475957

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    Covariance-based least-squares filtering algorithm under Markovian measurement delays (English)
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    17 February 2022
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    least-squares estimation
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    covariance information
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    innovation approach
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    Markovian delays
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    recursive filtering algorithm
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