ON KALMAN FILTERING FOR CONDITIONALLY GAUSSIAN SYSTEMS WITH RANDOM MATRICES

被引：31

作者：

CHEN, HF

KUMAR, PR

VANSCHUPPEN, JH

机构：

[1] ACAD SINICA,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA

[2] CTR MATH & COMP SCI,1009 AB AMSTERDAM,NETHERLANDS

[3] UNIV ILLINOIS,DEPT ELECT & COMP ENGN,URBANA,IL 61801

[4] UNIV ILLINOIS,COORDINATED SCI LAB,URBANA,IL 61801

来源：

关键词：

D O I：

10.1016/0167-6911(89)90106-0

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

页码：397 / 404

页数：8

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[2]

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[3]

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[4]

Doob J. L., 1953, STOCHASTIC PROCESSES

[5]

Kumar P. R., 1986, STOCHASTIC SYSTEMS E

[6]

KUMAR PR, 1988, CONVERGENCE ADAPTIVE

[7]

LIPTSER RS, 1977, STATISTICS RANDOM PR, V2

[8]

Ljung L., 1985, THEORY PRACTICE RECU, V2nd

[9]

Loeve M., 1977, GRADUATE TEXTS MATH, V45

MARSAGLIA, G .