Boundary Value Problems Arising in Kalman Filtering
The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic) with the respective initial conditions. Changing the noise processes by taking them to be more realistic wide band noises or delayed white noises creat...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2009-01-01
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| Series: | Boundary Value Problems |
| Online Access: | http://dx.doi.org/10.1155/2008/279410 |