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Avtomatika i Telemekhanika, 1982, Issue 5, Pages 107–116
(Mi at5526)
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Stochastic Systems
On optimal filtering with correlated noises and singular correlation matrices
Nguen Tkhuk Loan, Hoang Hong Shon Chanoy, SRV
Abstract:
An optimal filtering problem is solved with correlated noises and singular correlation matrices. The proposed algorithms can be employed in computers.
Citation:
Nguen Tkhuk Loan, Hoang Hong Shon, “On optimal filtering with correlated noises and singular correlation matrices”, Avtomat. i Telemekh., 1982, no. 5, 107–116
Linking options:
https://www.mathnet.ru/eng/at5526 https://www.mathnet.ru/eng/at/y1982/i5/p107
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Statistics & downloads: |
Abstract page: | 123 | Full-text PDF : | 54 | First page: | 1 |
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