๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

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

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Regularization of a generalized Kalman f
Regularization of a generalized Kalman filter
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.