Analysis of continuous-time Kalman filtering under incorrect noise covariances

DOI10.1016/0005-1098(88)90113-6zbMath0659.93066OpenAlexW2028574341MaRDI QIDQ1112779

Thomas E. Bullock, Suwanchai Sangsuk-Iam

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90113-6

zbMATH Keywords

time-dependentcontinuous-time

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03)

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