The Kalman-Bucy Filter

Autor: Peter A. Ruymgaart, Tsu T. Soong
Rok vydání: 1988
Předmět:
Zdroj: Mathematics of Kalman-Bucy Filtering ISBN: 9783540187813
Mathematics of Kalman-Bucy Filtering ISBN: 9783642968440
DOI: 10.1007/978-3-642-73341-3_4
Popis: Equation (3.1 or 3) mathematically describes the dynamic model in the Kalman-Bucy filter, whose output is a stochastic vector process to be estimated on the basis of noise-contaminated observations. To complete the Kalman-Bucy model for the estimation problem, we now define the observation process.
Databáze: OpenAIRE