State Estimation In Systems Containing Serially Correlated Measurement Noise
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State Estimation in Systems Containing Serially Correlated Measurement Noise
Author | : Frederick C. Johnson |
Publisher | : |
Total Pages | : 16 |
Release | : 1969 |
Genre | : |
ISBN | : |
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The techniques of recursive least squares analysis are applied to the state estimation problem for systems which contain both dynamic noise and serially correlated measurement noise. Generalized filter equations are obtained, and special cases of these equations which are suitable for real-time applications are considered. (Author).
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