The Kalman filter in the case where exists correlation between noises of the plant and meter

@article{AleksandreKowalski1985,
abstract = {The paper is concerned with a problem of optimal linear filtering in the case where exists correlation between the noises w(k) of the plant and noises v(k) and v(k+1) of the meter. The algorithm obtained contains the classical Kalman's solution and its generalization given by Simkin [5]. The dual problem under these conditions is also considered.},
author = {Aleksandre Kowalski, Dominik Szynal},
journal = {Mathematica Applicanda},
keywords = {Filtering},
language = {eng},
number = {26},
pages = {null},
title = {The Kalman filter in the case where exists correlation between noises of the plant and meter},
url = {http://eudml.org/doc/293155},
volume = {13},
year = {1985},
}

TY - JOUR
AU - Aleksandre Kowalski
AU - Dominik Szynal
TI - The Kalman filter in the case where exists correlation between noises of the plant and meter
JO - Mathematica Applicanda
PY - 1985
VL - 13
IS - 26
SP - null
AB - The paper is concerned with a problem of optimal linear filtering in the case where exists correlation between the noises w(k) of the plant and noises v(k) and v(k+1) of the meter. The algorithm obtained contains the classical Kalman's solution and its generalization given by Simkin [5]. The dual problem under these conditions is also considered.
LA - eng
KW - Filtering
UR - http://eudml.org/doc/293155
ER -