Optimal filtering for correlated noises and singular correlation matrices
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Publication:1838938
zbMath0509.93059MaRDI QIDQ1838938
Hoang Hong Son, Loab Nguyen Thuc
Publication date: 1982
Published in: Automation and Remote Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Theory of matrix inversion and generalized inverses (15A09) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
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