A new prediction algorithm using covariance information in linear continuous systems
Author:
Publisher
Elsevier BV
Subject
Electrical and Electronic Engineering,Control and Systems Engineering
Reference9 articles.
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1. Linear least-square estimation algorithms involving correlated signal and noise;IEEE Transactions on Signal Processing;2005-11
2. Chandrasekhar-type recursive Wiener filter using covariance information in linear discrete-time wide-sense stationary stochastic systems;IFAC Proceedings Volumes;2004-08
3. Chandrasekhar-type filter using covariance information for white Gaussian plus colored observation noise;Signal Processing;2000-09
4. Design of predictor using covariance information in continuous-time stochastic systems with nonlinear observation mechanism;Signal Processing;1998-07
5. Reduced-Order Estimation Technique Using Covariance Data of Observed Value in Linear Discrete-Time Systems;Digital Signal Processing;1997-01
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