OPTIMUM DISTRIBUTED-PARAMETER FILTERING AND FIXED-INTERVAL SMOOTHING FOR COLORED NOISE

被引:31
作者
TZAFESTA.SG
机构
关键词
D O I
10.1109/TAC.1972.1100033
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:448 / &
相关论文
共 30 条
[1]  
BALAKRISHNAN AV, 1968, J COMPUT SYST SCI, V1
[2]  
BARRETT JF, 1960, USE CHARACTERISTIC F
[3]  
BENSOUSSAN A, 1969, 1 I RECH INF AUT RES
[4]   OPTIMAL FILTERING FOR CORRELATED NOISE [J].
BUCY, RS .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1967, 20 (01) :1-&
[5]  
CHAN SK, 1967, ESLFR330 MASS I TECH
[6]  
COX H, 1964, IEEE T AUTOMAT CONTR, VAC9, P5
[7]  
DEUTSCH R, 1965, ESTIMATION THEORY, P108
[8]   INFINITE-DIMENSIONAL FILTERING - KALMAN-BUCY FILTER IN HILBERT SPACE [J].
FALB, PL .
INFORMATION AND CONTROL, 1967, 11 (1-2) :102-&
[9]   OPTIMAL LINEAR FIXED-INTERVAL SMOOTHING FOR COLORED NOISE [J].
FUJITA, S ;
FUKAO, T .
INFORMATION AND CONTROL, 1970, 17 (04) :313-&
[10]  
GARABEDIAN R, 1964, PARTIAL DIFFERENTIAL