Adaptive Chandrasekhar filter for linear discrete-time stationary stochastic systems
DOI10.1016/0096-3003(94)00104-CzbMath0823.65066OpenAlexW1988938791MaRDI QIDQ1892061
Publication date: 24 October 1995
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0096-3003(94)00104-c
time-invariantadaptive Kalman filteringadaptive Chandrasekhar filterlinear discrete time-invariant dynamical systemsstationary stochastic systems
Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Discrete-time control/observation systems (93C55) Signal detection and filtering (aspects of stochastic processes) (60G35) Probabilistic methods, stochastic differential equations (65C99) Model systems in control theory (93C99)
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