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Avtomatika i Telemekhanika, 1983, Issue 4, Pages 58–73
(Mi at5103)
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Stochastic Systems
On solution of an ill-posed optimal linear filtering problem with correlated noises
Nguen Tkhuk Loan, Hoang Hong Shon Khanoy, SRV
Abstract:
Ill-posed problems of optimal linear filtering are condisered with correlated input noises. Assertions helpful for solution of these problems are formulated. Techniques for development of stable algorithms of solving ill-posed optimal linear filtering problems with correlated noises are proposed.
Received: 18.05.1981
Citation:
Nguen Tkhuk Loan, Hoang Hong Shon, “On solution of an ill-posed optimal linear filtering problem with correlated noises”, Avtomat. i Telemekh., 1983, no. 4, 58–73
Linking options:
https://www.mathnet.ru/eng/at5103 https://www.mathnet.ru/eng/at/y1983/i4/p58
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