• DocumentCode
    806855
  • Title

    The effect of an erroneous model of colored noise on the optimal filtering algorithm

  • Author

    Saito, Osami ; Takeda, Hiroshi ; Fukushima, Koki

  • Author_Institution
    Tohoku University, Sendai, Japan
  • Volume
    16
  • Issue
    5
  • fYear
    1971
  • fDate
    10/1/1971 12:00:00 AM
  • Firstpage
    504
  • Lastpage
    505
  • Abstract
    The effect of errors due to incorrect colored noise on optimal filtering algorithms has been investigated. The matrix differential equations have been derived for the computation of the actual covariance.
  • Keywords
    Linear systems, stochastic continuous-time; Noise; State estimation; Colored noise; Covariance matrix; Filtering algorithms; Filters; Gaussian noise; Linear systems; Noise measurement; Noise shaping; Random variables; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1971.1099799
  • Filename
    1099799
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=806855