Linear Dynamic Filtering with Noisy Input and Output

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 36, Issue 16, 2003, Pages 1711-1716

  Markovsky, Ivan ^a   De Moor, Bart ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

dynamic errors in variables model; Kalman ltering; optimal smoothing; total least squares

Indexed keywords

DYNAMIC ERROR; INPUT AND OUTPUTS; LINEAR DYNAMICS; LINEAR TIME INVARIANT; OPTIMAL SMOOTHING; SIMULATION EXAMPLE; STATE ESTIMATORS; TOTAL LEAST SQUARES;

EID: 85064654892     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/S1474-6670(17)35007-3     Document Type: Conference Paper

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