Error analysis of fixed-point prediction with coloured measurement noise

DOI10.1080/00207177508921998zbMath0302.93031OpenAlexW2072134779MaRDI QIDQ4058897

Motoyasu Nagata, Yoshikazu Sawaragi

Publication date: 1975

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177508921998

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (2)

Error analysis of the Schmidt Kalman filter ⋮ A suboptimal Kalman filter considering error analysis

Cites Work

• Optimal filtering for Gauss—Markov noise
• Effect of errors due to incorrect covariance function on an optimal filter for coloured noise

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