Multiresolutional Filtering of a Class of Dynamic Multiscale System Subject to Colored State Equation Noise
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/11502593_18.pdf
Reference19 articles.
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3. Chou, K., Willsky, A.S., Nikoukhah, R.: Multiscale Systems, Kalman Filters, and Riccati Equations. IEEE Trans. on Automatic Control 39, 479–492 (1994)
4. Daoudi, K., Frakt, A., Willsky, A.S.: Multiscale Autoregressive Models and Wavelets. IEEE Trans. Information Theory 45, 828–845 (1999)
5. Luettgen, M., Karl, W., Willsky, A.S., Tenney, R.: Multiscale Representations of Markov Random Fields. IEEE Trans. on Signal Processing 41, 3377–3396 (1993)
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