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Convergence of discrete-time Kalman filter estimate to continuous time estimate - MaRDI portal

Convergence of discrete-time Kalman filter estimate to continuous time estimate (Q2807884)

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scientific article; zbMATH DE number 6585062
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English
Convergence of discrete-time Kalman filter estimate to continuous time estimate
scientific article; zbMATH DE number 6585062

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    Convergence of discrete-time Kalman filter estimate to continuous time estimate (English)
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    25 May 2016
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    Kalman filter
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    infinite dimensional systems
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    temporal discretisation
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    sampled data
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