CHOICE OF SIGNAL-PROCESS MODELS IN KALMAN-BUCY FILTERING

[1] SPECTRAL FACTORIZATION OF TIME-VARYING COVARIANCE FUNCTIONS [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1969, 15 (05) : 550 - +

[2] CONVERGENCE PROPERTIES OF RICCATI EQUATION SOLUTIONS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) : 732 - &

[3] BRANDENBURG LH, 1968, THESIS COLUMBIA U

[4] GEESEY R, 1968, THESIS STANFORD U

[5] GEESEY RA, 1969, APR P S COMP PROC CO

[6] HIDA T, 1960, MEM COLL SCI U KYOTO, V33, P109

[7] KAILATH T, 1968, 2 P AS C SYST SCIENC

[8] Kalman R., 1961, J BASIC ENG, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

[9] MCREYNOLDS SR, 1965, P JOINT AUTOMATIC CO, P551

[10] MOORE JB, TO B PUBLISHED

[1] SPECTRAL FACTORIZATION OF TIME-VARYING COVARIANCE FUNCTIONS [J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1969, 15 (05) : 550 - +

[2] CONVERGENCE PROPERTIES OF RICCATI EQUATION SOLUTIONS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1968, AC13 (06) : 732 - &

[3] BRANDENBURG LH, 1968, THESIS COLUMBIA U

[4] GEESEY R, 1968, THESIS STANFORD U

[5] GEESEY RA, 1969, APR P S COMP PROC CO

[6] HIDA T, 1960, MEM COLL SCI U KYOTO, V33, P109

[7] KAILATH T, 1968, 2 P AS C SYST SCIENC

[8] Kalman R., 1961, J BASIC ENG, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

[9] MCREYNOLDS SR, 1965, P JOINT AUTOMATIC CO, P551

[10] MOORE JB, TO B PUBLISHED