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Avtomatika i Telemekhanika, 1976, Issue 6, Pages 33–37 (Mi at7921)  
Stochastic Systems

Multidimensional filtering of nonstationary random prosesses in terms of a generalized Kalman — Bucy filter-based criterion

I. S. Gorshkov, V. A. Kurzenev, V. P. Perov

Moscow, Leningrad
Full-text PDF (857 kB)
Abstract: The use of a generalized criterion leads to a modified Kalman — Bucy filter featuring the desired dynamic properties.

Received: 12.06.1975
Bibliographic databases:
Document Type: Article
UDC: 62-50
Language: Russian
Citation: I. S. Gorshkov, V. A. Kurzenev, V. P. Perov, “Multidimensional filtering of nonstationary random prosesses in terms of a generalized Kalman — Bucy filter-based criterion”, Avtomat. i Telemekh., 1976, no. 6, 33–37; Autom. Remote Control, 37:6 (1976), 839–843
Citation in format AMSBIB
\Bibitem{GorKurPer76}
\by I.~S.~Gorshkov, V.~A.~Kurzenev, V.~P.~Perov
\paper Multidimensional filtering of nonstationary random prosesses in terms of a generalized Kalman --- Bucy filter-based criterion
\jour Avtomat. i Telemekh.
\yr 1976
\issue 6
\pages 33--37
\mathnet{http://mi.mathnet.ru/at7921}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=456812}
\zmath{https://zbmath.org/?q=an:0387.93060}
\transl
\jour Autom. Remote Control
\yr 1976
\vol 37
\issue 6
\pages 839--843
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