| I.B. Rhodes. A tutorial introduction to estimation and filtering. IEEE Trans. Automatic Control, 16(6):688--706, 1971. |
....calculated as follows: 7 7 ) 7 . K . R 5 UbV X . X . U X (11) U X contains the first , and U the first . The conditional distribution of given is [6] J UWV X 5 UWV X A (12) from which it can be shown that J 5 UWV X I 7 (13) Using this result with ( in equation 9 yields (14) N ....
I. B. Rhodes. A tutorial introduction to estimation and filtering. IEEE Transactions on Automatic Control, AC16 (6):688--706, Dec. 1971.
....UH = Efd j d y j g(W u Omega W v ) I u Thetar Omega I v Thetas )UH = Sigma (p) W (r) u Omega W (s) v )UH ; 11) where W (r) u contains the first r columns of W u , and W (s) v the first s columns of W v . The conditional distribution of d j given y e j and Sigma (p) is [6] d j j Sigma (p) y e j : N [K dy K Gamma1 yy y e j ; Sigma (p) Gamma K dy K Gamma1 yy K yd ] 12) from which it can be shown that Efd j d y j j Sigma (p) y e j g = K dy K Gamma1 yy y e j y ey j K Gamma1 yy K yd Sigma (p) Gamma K dy K Gamma1 yy K yd ....
I. B. Rhodes. A tutorial introduction to estimation and filtering. IEEE Transactions on Automatic Control, AC16 (6):688--706, Dec. 1971.
....K dy =K yd can be calculated as follows: K dy = Efd j y e j g = Efd j z j gI T r Thetau UH = Efd j d j gW u I u Thetar UH = S (p) W (r) u UH ; 31) where W (r) u contains the first r columns of W u . The conditional distribution of d j given y e j and S (p) is [6] d j jS (p) y e j : N[K dy K Gamma1 yy y e j ; S (p) Gamma K dy K Gamma1 yy K yd ] 32) from which it can be shown that Efd j d j jS (p) y e j g =K dy K Gamma1 yy y e j y e j K Gamma1 yy K yd S (p) Gamma K dy K Gamma1 yy K yd : 33) Using this result ....
I. B. Rhodes, "A tutorial introduction to estimation and filtering," IEEE Transactions on Automatic Control, vol. AC-16, pp. 688-- 706, Dec. 1971.
No context found.
I.B. Rhodes. A tutorial introduction to estimation and filtering. IEEE Trans. Automatic Control, 16(6):688--706, 1971.
No context found.
I. B. Rhodes, "A Tutorial Introduction to Estimation and Filtering," IEEE Trans. Automatic Control, AC-16(6):688--704, Dec. 1971. 1766
No context found.
I. B. Rhodes, "A Tutorial Introduction to Estimation and Filtering," IEEE Trans. Automatic Control, AC-16(6):688--704, Dec. 1971.
No context found.
I. B. RHODES. A tutorial introduction to estimation and filtering. IEEE Transactions on Automatic Control, AC-16(6):688--706, December 1971.
No context found.
I. B. Rhodes, "A tutorial introduction to estimation and filtering," IEEE Transactions on Automatic Control, vol. AC-16, pp. 688-- 706, Dec. 1971.
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