The Minimal Bound on the Estimation Error Covariance Matrix in the Presence of Correlated Driving Noise
- 1 November 1970
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control
- Vol. 8 (4) , 513-526
- https://doi.org/10.1137/0308038
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Perturbation theory for linear operatorsPublished by Springer Nature ,1966
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961