Browsing Department of Mathematics by Subject "Mathematical models, Economic models, Science, QA1-939"

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Boundary Value Problems Arising in Kalman Filtering

Bashirov, Agamirza; Mazhar, Zeka; Ertürk, Sinem (Springer International Publishing, 2008)

The classic Kalman filtering equations for independent and correlated white noises are ordinary differential equations (deterministic or stochastic) with the respective initial conditions. Changing the noise processes by ...