On computational efficiency of linear filtering algorithms

DOI10.1016/0005-1098(71)90122-1zbMath0219.93022OpenAlexW1968166485MaRDI QIDQ2547197

A. B. Bierman, I. A. Gura

Publication date: 1971

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(71)90122-1

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (2)

Comparative computational analysis of a new per-sample partitioning linear filter and the Kalman filter ⋮ The Kalman-Bucy method of optimal filtering and its generalizations

Cites Work

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• Optimization of stochastic systems. Topics in discrete-time systems
• A square root formulation of the Kalman covariance equations.

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