Solving the two-dimensional discrete filtering problem. (Synthesizing matrix filters)

zbMATH Open0648.93057MaRDI QIDQ1105546

Vsevolod M. Kuntsevich

Publication date: 1987

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

zbMATH Keywords

matrix modelKalman filteringdiscrete-time linear estimation problems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Related Items (1)

Numerical computation of the cross-covariance sequences of two-dimensional filters and systems

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