Solution of the linear filtration problem for observations containing colored noise

DOI10.1007/BF01085668zbMath0437.93040MaRDI QIDQ1141617

I. V. Kolos

Publication date: 1980

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

colored noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Minimal-order observer-estimators for continuous-time linear systems
• Reduced-order filters for limited state estimation from measurements containing coloured noise
• A note on Kalman-Bucy filters with zero measurement noise
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