Authors: Limonov A. S., Pustovit T.M. Limonov A. А.
The abilities of sampled signals prediction with using scalar and vector Kalman filters are researched.
Tags: estimation; optimal; prediction; scalar Kalman filters; vector Kalman filter
- Sage A.P. and Melsa J.L. Estimation theory with application in communications and control. – McGraw-Hill, 1991. – 450p.
- Schwartz Mand L. Signal processing. Discrete spectral analysis detection and estimation. – McGraw-Hill, 1975.- 350p.
- Scovell G.A. A guided tour through the implementations of a Kalman filter. Univ of Birmingham (England), Bosworth Course, April 1977.
- Sorenson H.W. Kalman filtering techniques. Advances in control systems. – Leondes (editor) Academic Press, 1996. – 570p.