Digital simulation of Kalman-Bucy filter and an optimal filter with discrete input data

zbMath0566.93060MaRDI QIDQ1059609

S. A. P'yanzin, G. N. Mil'shtejn

Publication date: 1985

Published in: Automation and Remote Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Sequential estimation (62L12) Model systems in control theory (93C99)