Design of near-optimal linear digital tracking filters with colored input

DOI10.1016/0377-0427(86)90226-8zbMath0595.93059OpenAlexW2095759926MaRDI QIDQ1078143

Guan-Rong Chen, Charles K. Chui

Publication date: 1986

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-0427(86)90226-8

zbMATH Keywords

trackingKalman filteringcolored noisesuboptimal filterdiscrete-time state estimation

Mathematics Subject Classification ID

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

Related Items (1)

Colored Tobit Kalman filter

Cites Work

• Unnamed Item
• Unnamed Item
• Stochastic processes and filtering theory
• Design and analysis of linear predictor-corrector digital filters

This page was built for publication: Design of near-optimal linear digital tracking filters with colored input