Extended Square-Root Covariance Filtering Algorithm for Discrete-Time Systems with Multiplicative and Additive Noises

被引:0
作者
A. V. Tsyganov
Yu. V. Tsyganova
T. N. Kureneva
机构
[1] Ulyanovsk State University of Education,
[2] Ulyanovsk State University,undefined
来源
Lobachevskii Journal of Mathematics | 2022年 / 43卷
关键词
Kalman filter; discrete-time systems; stochastic systems; multiplicative noise; square-root discrete filtering;
D O I
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中图分类号
学科分类号
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页码:1438 / 1445
页数:7
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[7]  
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[8]  
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