Relation between filter using covariance information and Kalman filter

Author:

Nakamori Seiichi,Hataji Akira

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference12 articles.

1. On the spectral factorization of nonstationary vector random processes;Halyo;IEEE Trans Aut. Control,1974

2. An innovations approach to least-squares estimation, Part 1: Linear filtering in additive white noise;Kailath;IEEE Trans Aut. Control,1968

3. A new approach to linear filtering and prediction problems;Kalman;Trans ASME, J. Basic Engng,1960

4. Initial-value system for linear smoothing problems by covariance information;Nakamori;Automatica,1977

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