Stochastic Systems
Multidimensional filtering of nonstationary random prosesses in terms of a generalized Kalman — Bucy filter-based criterion
I. S. Gorshkov,
V. A. Kurzenev,
V. P. Perov Moscow, Leningrad
Abstract:
The use of a generalized criterion leads to a modified Kalman — Bucy filter featuring the desired dynamic properties.
UDC:
62-50
Received: 12.06.1975
English version:
Automation and Remote Control, 1976,
37:6,
839–843
Bibliographic databases:
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