Linear dynamic filtering with noisy input and output

Automatica

Volumn 41, Issue 1, 2005, Pages 167-171

  Markovsky, Ivan ^a   De Moor, Bart ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Errors in variables; Kalman filtering; Latency; Misfit; Optimal smoothing

Indexed keywords

ALGORITHMS; DISCRETE TIME CONTROL SYSTEMS; INPUT OUTPUT PROGRAMS; LEAST SQUARES APPROXIMATIONS; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS;

ERRORS-IN-VARIABLES; LATENCY; MISFIT; OPTIMAL SMOOTHING;

KALMAN FILTERING;

EID: 9644269103     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2004.08.014     Document Type: Article

References (10)

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