scientific article; zbMATH DE number 1507358

zbMATH Open0970.60048MaRDI QIDQ4504089

Jiri Náprstek

Publication date: 16 October 2001

Title of this publication is not available (Why is that?)

zbMATH Keywords

Kalman filterGaussian colored noisesystems representation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (4)

Optimal filters which maximize the relation signal/noise in the stationary case ⋮ Optimal filtering of piecewise deterministic processes for source detection and separation in electric load monitoring ⋮ Optimal filtering of doubly stochastic auto-regressive processes ⋮ Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Optimal filtering of square-integrable signals in Gaussian noise 👍 👎
• Optimal filtering of doubly stochastic auto-regressive processes 👍 👎
• Optimal filtering in systems with degenerate noises in observations 👍 👎
• Optimal linear filtering in systems with noise in observations dependent on signal and estimate 👍 👎
• Optimal filtering of discrete-time linear stationary processes under high signal-to-noise ratio conditions 👍 👎
• Optimal Filtering of a Gaussian Signal in the Presence of Lévy Noise 👍 👎

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4504089)