Please use this identifier to cite or link to this item:
http://hdl.handle.net/10263/4950| Title: | On the Kalman filter with possibly degenerate and correlated errors |
| Authors: | Sengupta, Debasis |
| Keywords: | State space model Linear model update Singular dispersion matrix Best linear unbiased prediction Linear zero function |
| Issue Date: | 2004 |
| Citation: | Linear Algebra and its Applications, v 388, p 327-340 |
| URI: | http://hdl.handle.net/10263/4950 |
| Appears in Collections: | Mathematics and Statistics |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 165-OTKFW-LAIA-V388-P327-340.pdf | 3.21 MB | Adobe PDF | View/Open |
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