Kalman-Bucy method

Kalman-Bucy method
метод m Кал-мана-Бьюси

English-Russian Dictionary on Probability, Statistics, and Combinatorics. — Philadelphia and Moscow. Society for Industrial and Applied Mathematics and TVP Science Publishers. . 1994.

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  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

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