On the Kalman filter with possibly degenerate and correlated errors

Simple item page
dc.contributor.authorSengupta, Debasis
dc.date.accessioned2012-11-20T09:56:04Z
dc.date.available2012-11-20T09:56:04Z
dc.date.issued2004
dc.identifier.citationLinear Algebra and its Applications, v 388, p 327-340en_US
dc.identifier.urihttp://hdl.handle.net/10263/4950
dc.language.isoenen_US
dc.subjectState space modelen_US
dc.subjectLinear model updateen_US
dc.subjectSingular dispersion matrixen_US
dc.subjectBest linear unbiased predictionen_US
dc.subjectLinear zero functionen_US
dc.titleOn the Kalman filter with possibly degenerate and correlated errorsen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
165-OTKFW-LAIA-V388-P327-340.pdf
Size:
3.13 MB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.71 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Mathematics and Statistics