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Avtomatika i Telemekhanika, 1982, Issue 7, Pages 60–69 (Mi at5569)  
Stochastic Systems

Optimal adaptive smoothing with correlated noises

Nguen Tkhuk Loan, Hoang Hong Shon

Khanoy, SRV
Full-text PDF (1352 kB)
Abstract: The problem of optimal adaptive smoothing is considered under the condition that random disturbances $\{w_i\}$ in the plant, random errors $\{v_i\}$ in observations, and the initial states correlate. An r.m.s.-optimal smoothing estimate is found and design of a recurrent procedure for computing the estimate is studied.

Received: 04.02.1981
Bibliographic databases:
Document Type: Article
UDC: 62-501.7:519.272
Language: Russian
Citation: Nguen Tkhuk Loan, Hoang Hong Shon, “Optimal adaptive smoothing with correlated noises”, Avtomat. i Telemekh., 1982, no. 7, 60–69
Citation in format AMSBIB
\Bibitem{NguHoa82}
\by Nguen Tkhuk Loan, Hoang Hong Shon
\paper Optimal adaptive smoothing with correlated noises
\jour Avtomat. i Telemekh.
\yr 1982
\issue 7
\pages 60--69
\mathnet{http://mi.mathnet.ru/at5569}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=689232}
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