Relation between filter using covariance information and Kalman filter

DOI10.1016/0005-1098(82)90077-2zbMath0483.93089OpenAlexW2251882521MaRDI QIDQ1163519

Seiichi Nakamori, Akira Hataji

Publication date: 1982

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(82)90077-2

zbMATH Keywords

optimal filteringKalman filterserror variancedigital simulationKalman gainsequential algorithmscommunications computers applications

Mathematics Subject Classification ID

Related Items (1)

New design of linear discrete-time predictor using covariance information

Cites Work

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• New prediction algorithms by covariance information based on innovation theory
• New design of linear least-squares fixed-interval smoother using covariance information
• Initial-value system for linear smoothing problems by covariance information
• On the spectral factorization of nonstationary vector random processes

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