Optimal filtering of linear discrete dyn
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G.S. Christensen; S.A. Soliman
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Article
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1990
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Elsevier Science
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English
โ 505 KB
This paper offers a new formulation for optimal linear filtering of dynamic systems based on Weighted Least Absolute Value (WLAV) approximations. We start, in this paper, with a single stage process as an introduction to the multistage processes. Given the initial estimation $(0) prior to the measur