APPLICABILITY OF KALMAN FILTERING THEORY TO IDENTIFICATION OF TIME-SERIES WITH NON-STATIONARY COVARIANCE-STRUCTURES

被引：2
|
作者：
MOSER, AT [1 ]
GRAUPE, D [1 ]
机构：
[1] UNIV ILLINOIS,DEPT ELECT ENGN & COMP SCI,CHICAGO,IL 60680
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1989年 / 20卷 / 01期
关键词：
D O I：
10.1080/00207728908910106
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
引用
收藏
页码：91 / 96
页数：6
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