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The Kalman filter on stochastic time scales - MaRDI portal

The Kalman filter on stochastic time scales (Q2283233)

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scientific article
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English
The Kalman filter on stochastic time scales
scientific article

    Statements

    title
    The Kalman filter on stochastic time scales (English)
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    author
    Dylan Poulsen
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    Nick Wintz
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    publication date
    30 December 2019
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    zbMATH Keywords
    Kalman filter
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    time scale
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    dynamic equation
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    discretization
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    Riccati equation
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    Identifiers

    Mathematics Subject Classification ID
    93E11
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    93C70
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    93C15
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    93C05
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    zbMATH DE Number
    7146909
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    OpenAlex ID
    W2922152397
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