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A new spectral density Kalman filter function


B. Onoghojobi
N.P. Olewuezi

Abstract

Spectral density function with respect to Kalman filter process is defined and investigated. Using the basic ideas of Kalman filter mean, filter variance  and filter covariance the model gives a computational efficiency of getting a solution.


Keywords: Spectral density, Kalman filter, Filter mean, Filter variance, Filter covariance.


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eISSN: 1116-4336