Acta mathematica scientia,Series A ›› 1982, Vol. 2 ›› Issue (2): 225-240.

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A METHOD OF THE RECURSIVE ESTIMATION WITHOUT INITIAL VALUE

Wang Yaoyuan   

  1. Wuhan Institute of Mathmatical Sciences Academia Sinica
  • Received:1981-07-16 Online:1982-06-26 Published:1982-06-26

Abstract: In Kalman filtering the initial values X0, P0 should be known, but they are usually unknown. In[1] the recursive estimation problem without initial value is discussed when the state noise is white noise.

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