Solution of ill-posed problem of optimal linear filtering with correlated noise

zbMath0536.93054MaRDI QIDQ792285

Hoang Hong Son, Nguyen Thuk Loan

Publication date: 1983

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stable algorithmscorrelated input noiseill-posed optimal linear filtering problem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

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