Test Statistics in Kalman Filtering
نویسندگان
چکیده
منابع مشابه
Kalman Filtering
Consider the following state space model (signal and observation model). Y t = H t X t + W t , W t ∼ N (0, R) (1) X t = F t X t−1 + U t , U t ∼ N (0, Q) (2)
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ژورنال
عنوان ژورنال: Journal of Global Positioning Systems
سال: 2008
ISSN: 1446-3156,1446-3164
DOI: 10.5081/jgps.7.1.81