INNOVATIONS METHOD APPLIED TO ESTIMATION OF GAUSS-MARKOV PROCESSES

INNOVATIONS METHOD APPLIED TO ESTIMATION OF GAUSS-MARKOV PROCESSES

Neste trabalho aplica-se o método de inovações ao problema de estimação de um processo Gauss-Markov provindo de um sistema multivariável descrito por uma equação de estado. Após a dedução das fórmulas gerais de estimação em termos do processo de inovações obtém-se os algoritmos recursivos do fil...

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Bibliographic Details
Main Author:	AUGUSTO CESAR GADELHA VIEIRA
Other Authors:	JEAN PAUL GRAVIER
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 1973
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9919@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=9919@2

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