Cauchy problem for least-squares estimation with semidegenerate covariance

被引：0

作者：

Natsuyama, H ^{[1
]}

Ueno, S ^{[1
]}

机构：

[1] Kyoto Sch Comp Sci, Sakyo Ku, Kyoto 6068225, Japan

来源：

APPLIED MATHEMATICS LETTERS | 1999年 / 12卷 / 04期

关键词：

detection; estimation theory; invariant imbedding; integral equations;

D O I：

10.1016/S0893-9659(99)00041-5

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A linear least-squares filtering problem with a semidegenerate integral equation is considered. An invariant imbedding treatment reduces this problem to a system of ordinary differential equations with initial conditions. The optimal estimate may be evaluated in a real-time sequential manner through a simple algebraic formula. (C) 1999 Elsevier Science Ltd. All rights reserved.

引用

页码：95 / 99

页数：5

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