Le filtrage de Kalman permet d'estimer un processus multivarié inobservable
Kalman filtering enables to estimate a multivariate unobservable process
Accepté le :
Publié le :
François Desbouvries 1 ; Wojciech Pieczynski 1
@article{CRMATH_2003__336_8_667_0, author = {Fran\c{c}ois Desbouvries and Wojciech Pieczynski}, title = {Mod\`eles de {Markov} {Triplet} et filtrage de {Kalman}}, journal = {Comptes Rendus. Math\'ematique}, pages = {667--670}, publisher = {Elsevier}, volume = {336}, number = {8}, year = {2003}, doi = {10.1016/S1631-073X(03)00152-3}, language = {fr}, }
François Desbouvries; Wojciech Pieczynski. Modèles de Markov Triplet et filtrage de Kalman. Comptes Rendus. Mathématique, Volume 336 (2003) no. 8, pp. 667-670. doi : 10.1016/S1631-073X(03)00152-3. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/S1631-073X(03)00152-3/
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