Pages that link to "Item:Q2807884"
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The following pages link to Convergence of discrete-time Kalman filter estimate to continuous time estimate (Q2807884):
Displaying 7 items.
- Return-difference and spectral factorisation relationship for the discrete-time Kalman filter (Q1057024) (← links)
- Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (Q1659558) (← links)
- The location of the continuous-time stationary Kalman filter poles (Q3221857) (← links)
- (Q4451700) (← links)
- Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift (Q4964789) (← links)
- Kernel representation of Kalman observer and associated <i>H</i>-matrix based discretization (Q5060164) (← links)
- CONVERGENCE ANALYSIS OF EXTENDED KALMAN FILTER IN A NOISY ENVIRONMENT THROUGH DIFFERENCE EQUATIONS (Q5416565) (← links)