Kalman filtering on approximate state-space models

DOI10.1007/BF02192123zbMath0822.93069MaRDI QIDQ1893320

J. C. Ruiz, R. Gutiérrez, Mariano J. Valderrama

Publication date: 3 July 1995

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

modelsKalman filteringKarhunen-Loève expansion

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03)

Related Items

Derivation of a state-space model by functional data analysis, On the derivation of a suboptimal filter for signal estimation, Approximation of estimators in the PCA of a stochastic process using B-splines, Differentiation of the modified approximative Karhunen-Loève expansion of a stochastic process, A State Space Model for Non-Stationary Functional Data1, On a state-space modelling for functional data

Cites Work

• On the numerical expansion of a second order stochastic process
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