Block diagram of the Kalman filter algorithm with correlated measurement noise.

<p>Block diagram of the Kalman filter algorithm with correlated measurement noise.</p>

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Bibliographic Details
Main Author:	Shu WU (20721527) (author)
Other Authors:	Rende Li (20721530) (author)
Published:	2025
Subjects:	Genetics Biotechnology Science Policy Environmental Sciences not elsewhere classified Biological Sciences not elsewhere classified Mathematical Sciences not elsewhere classified Information Systems not elsewhere classified simulation results indicate measurement expansion scheme actual data processing whitening properties white noise typically applied paper develops interest rates estimation based correlated noise
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