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 |
Externí odkaz: |