Optimal linear filtering for linear systems with state-dependent noise
Author:
Publisher
Informa UK Limited
Subject
Computer Science Applications,Control and Systems Engineering
Link
http://www.tandfonline.com/doi/pdf/10.1080/00207176908905798
Reference9 articles.
1. Optimal filtering for correlated noise
2. Derivation of the Moments of a Continuous Stochastic System
3. Markov Processes
4. A New Approach to Linear Filtering and Prediction Problems
5. New Results in Linear Filtering and Prediction Theory
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