On impulse and continuous observation control design in Kalman filtering problem

DOI10.1016/S0167-6911(98)00094-2zbMath0913.93072OpenAlexW2136268210WikidataQ126843340 ScholiaQ126843340MaRDI QIDQ1285497

Michael V. Basin, Mark A. Pinsky

Publication date: 28 April 1999

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(98)00094-2

zbMATH Keywords

Kalman filteringfeedback designdiscrete-continuous observationsimpulse observation control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51) Estimation and detection in stochastic control theory (93E10) Observability (93B07)

Related Items (3)

The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls ⋮ Stabilization with optimal performance for dissipative discrete-time impulsive hybrid systems ⋮ On optimal control problems of a class of impulsive switching systems with terminal states constraints

Cites Work

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• The Riccati equation
• Nonlinear Optimal Control Problems in Heat Conduction
• On minmax filtering over discrete-continuous observations

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