论文信息 - ON KALMAN FILTERING FOR CONDITIONALLY GAUSSIAN SYSTEMS WITH RANDOM MATRICES - 字舞流文

ON KALMAN FILTERING FOR CONDITIONALLY GAUSSIAN SYSTEMS WITH RANDOM MATRICES

P. R. KumarDepartment

[1] Jan Sternby,et al. On consistency for the method of least squares using martingale theory , 1977 .

[2] David Q. Mayne,et al. Optimal Non-stationary Estimation of the Parameters of a Linear System with Gaussian Inputs † , 1963 .

[3] G. Marsaglia. CONDITIONAL MEANS AND COVARIANCES OF NORMAL VARIABLES WITH SINGULAR COVARIANCE MATRIX , 1964 .

[4] Sean P. Meyn,et al. The Zero Divisor Problem of Stochastic Adaptive Control , 1985 .

[5] Michel Loève,et al. Probability Theory I , 1977 .