New algorithms for estimation with sequentially correlated measurement noise †
作者:
R. J. BROWN,
A. P. SAGE,
期刊:
International Journal of Systems Science
(Taylor Available online 1971)
卷期:
Volume 2,
issue 3
页码: 253-270
ISSN:0020-7721
年代: 1971
DOI:10.1080/00207727108920194
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper derives new estimation algorithms for use with systems with sequentially correlated observation noise. Both single and two-stage correlation are considered. The algorithms appear much like the well known white noise algorithms and are not much more complex.
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