Skip to main content

and
  1. No Access

    Article

    Kalman filtering on approximate state-space models

    Several state-space models for estimating a second-order stochastic process are proposed in this paper on the basis of the approximate Karhunen-Loève expansion. Properties of these models are studied and then ...

    J. C. Ruiz, M. J. Valderrama, R. Gutiérrez in Journal of Optimization Theory and Applica… (1995)