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Accuracy bounds for the solution of the linear optimal filtering problem in the presence of colored noise in the observations

  • Numerical Methods
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Literature Cited

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Authors
  1. I. V. Kolos
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  2. M. V. Kolos
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Translated from Vychislitel'nye Metody i Sistemy Obrabotki Dannykh na ÉVM, pp. 19–32.

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Kolos, I.V., Kolos, M.V. Accuracy bounds for the solution of the linear optimal filtering problem in the presence of colored noise in the observations. Comput Math Model 2, 34–43 (1991). https://doi.org/10.1007/BF01128354

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