Linear Optimal Unbiased Filter for Time-Variant Systems Without Apriori Information on Initial Conditions

DOI10.1109/TAC.2016.2557999zbMath1364.93820OpenAlexW2338595933MaRDI QIDQ2989594

Biao Huang, Fei Liu, Shunyi Zhao

Publication date: 8 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2016.2557999

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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