Bridging a Gap in Applied Kalman Filtering: Estimating Outputs When Measurements Are Correlated with the Process Noise [Focus on Education]

DOI10.1109/MCS.2017.2674478zbMath1477.93162OpenAlexW2614376994MaRDI QIDQ5019380

Ameet Shridhar Deshpande

Publication date: 10 January 2022

Published in: IEEE Control Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/mcs.2017.2674478

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Physics, astronomy, technology, engineering (aspects of mathematics education) (97M50)

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