Optimal linear filter design for systems with correlation in the measurement matrices and noises: recursive algorithm and applications
Author:
Publisher
Informa UK Limited
Subject
Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207721.2014.909093
Reference28 articles.
1. Optimal Fusion Filtering in Multisensor Stochastic Systems with Missing Measurements and Correlated Noises
2. Signal estimation with multiple delayed sensors using covariance information
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5. Polynomial filtering of discrete-time stochastic linear systems with multiplicative state noise
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