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

Aleksandre Kowalski, and Dominik Szynal. "The Kalman filter in the case where exists correlation between noises of the plant and meter." Mathematica Applicanda 13.26 (1985): null. <http://eudml.org/doc/293155>.

@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 -