Optimal filtering algorithm using covariance information in linear discrete-time distributed parameter systems

DOI10.1016/0165-1684(93)90077-NzbMath0791.93090OpenAlexW2098548977MaRDI QIDQ1314551

Seiichi Nakamori

Publication date: 24 February 1994

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(93)90077-n

zbMATH Keywords

observation noiselinear stochastic distributed parameter systemsoptimal discrete-time filtering algorithmwhite Gaussian process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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