Exact finite-dimensional filters for doubly stochastic auto-regressive processes

IEEE Transactions on Automatic Control

Volumn 42, Issue 9, 1997, Pages 1289-1293

  Krishnamurthy, Vikram ^a   Elliott, Robert J ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Doubly stochastic auto regressive models; Finite dimensional filters; Image enhanced tracking

Indexed keywords

DOUBLY STOCHASTIC AUTO REGRESSIVE MODELS; EXACT FINITE DIMENSIONAL FILTERS; IMAGE ENHANCED TRACKING;

MATHEMATICAL MODELS; MATRIX ALGEBRA; POLYNOMIALS; RANDOM PROCESSES; STATE SPACE METHODS; TIME SERIES ANALYSIS;

KALMAN FILTERING;

EID: 0031235470     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.623095     Document Type: Article

References (13)

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