The estimation problem of a signal is considered for the white Gaussian observation noise in linear continuous systems. At first, the recursive fixed-point smoother and filter are designed using the covariance information. The observation equation is given by y(t) = z(t) + v(t), z(t) = H(t)z(t), whe
โฆ LIBER โฆ
Parameter estimation of continuous linear systems using functional approximation
โ Scribed by Man Zhihong
- Book ID
- 113212073
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 316 KB
- Volume
- 21
- Category
- Article
- ISSN
- 0045-7906
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