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Regularized filtering of spectrometric observations

โœ Scribed by P. N. Zaikin; V. I. Dikhtyar; E. V. Khoroshilova


Publisher
Springer
Year
1992
Tongue
English
Weight
245 KB
Volume
3
Category
Article
ISSN
1046-283X

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Regularization of a generalized Kalman f
โœ B.M. Miller; E.Ya. Rubinovich ๐Ÿ“‚ Article ๐Ÿ“… 1995 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 830 KB

The authors derive equations for optimum and near-optimum Kalman filters for the filtration problem with a singular covariance matrix for the noise in the observations in the case when the processes under consideration are described by Ito's stochastic differential equations with measure.