@article{(Open Science Index):https://publications.waset.org/pdf/6280, title = {Approximation Approach to Linear Filtering Problem with Correlated Noise}, author = {Hong Son Hoang and Remy Baraille}, country = {}, institution = {}, abstract = {The (sub)-optimal soolution of linear filtering problem with correlated noises is considered. The special recursive form of the class of filters and criteria for selecting the best estimator are the essential elements of the design method. The properties of the proposed filter are studied. In particular, for Markovian observation noise, the approximate filter becomes an optimal Gevers-Kailath filter subject to a special choice of the parameter in the class of given linear recursive filters.}, journal = {International Journal of Electronics and Communication Engineering}, volume = {5}, number = {11}, year = {2011}, pages = {1421 - 1428}, ee = {https://publications.waset.org/pdf/6280}, url = {https://publications.waset.org/vol/59}, bibsource = {https://publications.waset.org/}, issn = {eISSN: 1307-6892}, publisher = {World Academy of Science, Engineering and Technology}, index = {Open Science Index 59, 2011}, }