Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (Q5168006)
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 linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications |
scientific article; zbMATH DE number 6312749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications |
scientific article; zbMATH DE number 6312749 |
Statements
Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications (English)
0 references
3 July 2014
0 references
random parameter matrices
0 references
correlated noises
0 references
optimal least-squares estimation
0 references
innovation approach
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
