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An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization - MaRDI portal

An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization (Q1000785)

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scientific article; zbMATH DE number 5506338
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An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
scientific article; zbMATH DE number 5506338

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    An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization (English)
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    10 February 2009
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    Kalman filter
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    inequality constrained systems
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    state estimation
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    function estimation
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    interior point applications
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