Algorithms for optimal errors-in-variables filtering

Systems and Control Letters

Volumn 48, Issue 1, 2003, Pages 1-13

  Diversi, Roberto ^a   Guidorzi, Roberto ^a   Soverini, Umberto ^a  

^a UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

Cholesky factorization; Errors in variables models; Innovations approach; Kalman filtering; Optimal filtering; Recursive filtering

Indexed keywords

ALGORITHMS; FAST FOURIER TRANSFORMS; KALMAN FILTERING; MATHEMATICAL MODELS; MONTE CARLO METHODS; RANDOM PROCESSES; TIME VARYING SYSTEMS;

CHOLESKY FACTORIZATION; ERRORS-IN-VARIABLES MODELS; INNOVATIONS APPROACH; OPTIMAL FILTERING; RECURSIVE FILTERING;

OPTIMAL CONTROL SYSTEMS;

EID: 1642325815     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(02)00243-8     Document Type: Article

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