Linear Generalized Kalman–Bucy Filters

被引：0
|
作者：
T. M. Tovstik
P. E. Tovstik
机构：
[1] St. Petersburg State University,
来源：
Vestnik St. Petersburg University, Mathematics | 2019年 / 52卷
关键词：
Kalman–Bucy filter; recurrent and direct algorithms; high-order auto-regressive processes.;
D O I：
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学科分类号：
摘要：
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页码：401 / 408
页数：7
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