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：

暂无

中图分类号：

学科分类号：

摘要：

引用

页码：401 / 408

页数：7

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