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Study of the stability of a kalman-bucy filter subjected to correlated disturbances

✍ Scribed by V. V. Kostrov; S. N. Zhiganov

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on the stability of the Kalman-bu

✍ P. Bougerol; S. Fakhfakh 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 259 KB

Consideration of time-correlated errors

✍ M. G. Petovello; K. O’Keefe; G. Lachapelle; M. E. Cannon 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 465 KB

Erratum to: Consideration of time-correl

✍ M. G. Petovello; K. O’Keefe; G. Lachapelle; M. E. Cannon 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 296 KB

A generalization of the Kalman filter to

✍ Alain Le Breton; Marek Musiela 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 939 KB

Conditions for stability of the extended

✍ Barbara F. La Scala; Robert R. Bitmead; Matthew R. James 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 997 KB

Application of the Kalman filter to ligh

✍ I. Jurkevich; W. W. Willman; A. F. Petty 📂 Article 📅 1976 🏛 Springer Netherlands 🌐 English ⚖ 834 KB