Kalman filtering simulation via numerical solution of the associated matrix differential equations

DOI10.1016/0021-9991(71)90001-5zbMath0226.93025OpenAlexW1963685576MaRDI QIDQ2549299

Jerome A. Camp

Publication date: 1971

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(71)90001-5

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter

Cites Work

• Mixed Congruential Random Number Generators for Decimal Machines
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