A generalized kalman filter for 2-D discrete systems
Yun Zou, Mei Ping Sheng, Ningfan Zhong, Shengyuan Xu · 2004
This paper extend the well-known Kalman filter design to the stochastic secondary 2D Fornasini-Marchesini models (FMMII) subjected to white noises in both the state and measurement equations. The explicit formula of the estimator is derived.