Equation s of a near-optimum Kalman filter with a singular covariance matrix for the noise in the observations

zbMath0282.93058MaRDI QIDQ1844184

Robert Sh. Liptser

Publication date: 1974

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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