Exponential data weighting in the Kalman-Bucy filter

DOI10.1016/0020-0255(73)90015-7zbMath0268.93029OpenAlexW2069614507MaRDI QIDQ2563139

Brian D. O. Anderson

Publication date: 1973

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(73)90015-7

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Robust stability analysis of Kalman-Bucy filter under parametric and noise uncertainties ⋮ LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach

Cites Work

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• Stability properties of Kalman-Bucy filters
• Stochastic processes and filtering theory
• Recursive fading memory filtering

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