Multi-time method for large-scale filtering

DOI10.1080/00207728808964059zbMath0657.93066OpenAlexW2087435562WikidataQ126251631 ScholiaQ126251631MaRDI QIDQ3807102

Jagdish Chandra, Gangaram S. Ladde, Ongard Sirisaengtaksin

Publication date: 1988

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728808964059

zbMATH Keywords

singularly perturbed systemsthree-time-scale weighting parameter linear filtering problem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Large-scale systems (93A15) Singular perturbations for ordinary differential equations (34E15)

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