Effect of errors due to incorrect covariance function on an optimal filter for coloured noise

DOI10.1080/00207177308932498zbMath0265.93034OpenAlexW2061001004MaRDI QIDQ5681896

Osami Saito

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1080/00207177308932498

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Error analysis of fixed-point prediction with coloured measurement noise ⋮ Error analysis of the Schmidt Kalman filter

Cites Work

• Optimal filtering for correlated noise
• Shaping filter representation of nonstationary colored noise

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