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Avtomatika i Telemekhanika, 1974, Issue 1, Pages 35–41 (Mi at8223)  
Stochastic Systems

Equations of near-optimal Kalman filter with a singular matrix of noise covariations in observations

R. Sh. Liptser

Moscow
Full-text PDF (908 kB) (1)
Abstract: Equations are derived for a near-optimal Kalman filter in the problem of filtration with a degenerated matrix of noise covariations in observations.

Received: 12.03.1973
Bibliographic databases:
Document Type: Article
UDC: 621.372.54:519.2
Language: Russian
Citation: R. Sh. Liptser, “Equations of near-optimal Kalman filter with a singular matrix of noise covariations in observations”, Avtomat. i Telemekh., 1974, no. 1, 35–41; Autom. Remote Control, 35:1 (1974), 29–35
Citation in format AMSBIB
\Bibitem{Lip74}
\by R.~Sh.~Liptser
\paper Equations of near-optimal Kalman filter with a singular matrix of noise covariations in observations
\jour Avtomat. i Telemekh.
\yr 1974
\issue 1
\pages 35--41
\mathnet{http://mi.mathnet.ru/at8223}
\zmath{https://zbmath.org/?q=an:0282.93058}
\transl
\jour Autom. Remote Control
\yr 1974
\vol 35
\issue 1
\pages 29--35
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  • https://www.mathnet.ru/eng/at/y1974/i1/p35
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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