Filtering for linear systems with noise correlation and its application to singular systems

Chinese Physics

Volumn 13, Issue 12, 2004, Pages 1977-1981

  Wu, Jian Rong ^a   Song, Shi Ji ^b  

^a SUZHOU UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b TSINGHUA UNIVERSITY   (China)

Author keywords

Filter; Noise correlation; Singular system; Stochastic system

Indexed keywords

CORRELATION METHODS; RANDOM PROCESSES; SIGNAL FILTERING AND PREDICTION; SPURIOUS SIGNAL NOISE;

NOISE CORRELATION; OPTIMAL FILTERS; SINGULAR SYSTEMS; STOCHASTIC SYSTEMS;

LINEAR SYSTEMS;

EID: 23244460750     PISSN: 10091963     EISSN: None     Source Type: Journal    
DOI: 10.1088/1009-1963/13/12/001     Document Type: Article

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