Filtering and analysis of linear discrete control systems under a nonparametric specification of the correlated noises

zbMath0583.93060MaRDI QIDQ1070204

V. V. Kondrat'ev, A. A. Kocheshkov

Publication date: 1985

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

filteringcorrelation functionslinear discrete-time systemcoloured discrete-time noiseKalman-type filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

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