Discrete-Time Solutions to the Continuous-Time Differential Lyapunov Equation With Applications to Kalman Filtering
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Publication:2982803
DOI10.1109/TAC.2014.2353112zbMath1360.93685WikidataQ115264617 ScholiaQ115264617MaRDI QIDQ2982803
Fredrik Gustafsson, Patrik Axelsson
Publication date: 16 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
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Related Items (5)
Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation ⋮ Accurate state estimation of stiff continuous-time stochastic models in chemical and other engineering ⋮ The Kalman filter on stochastic time scales ⋮ Convergence of discrete-time Kalman filter estimate to continuous time estimate ⋮ Bayesian ODE solvers: the maximum a posteriori estimate
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