Implicit Kalman filtering

DOI10.1080/002071797224649zbMath0870.93044OpenAlexW2136923211WikidataQ52280139 ScholiaQ52280139MaRDI QIDQ3127953

W. Fred Ramirez, Mikhail Skliar

Publication date: 13 April 1997

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002071797224649

zbMATH Keywords

sparse matricesdiscrete systemimplicit Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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