Symplectic Runge-Kutta methods for the Kalman-Bucy filter (Q3515118)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Symplectic Runge-Kutta methods for the Kalman-Bucy filter |
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Symplectic Runge-Kutta methods for the Kalman-Bucy filter (English)
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25 July 2008
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continuous-time estimation problem
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Hamiltonian system
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Riccati equation
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symplectic group
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symplectic Runge-Kutta methods
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