Covariance Projection Methods for Filters and Smoothers

DOI10.2514/2.4013zbMath0870.93042OpenAlexW1978900210MaRDI QIDQ3129361

S. McReynolds

Publication date: 27 April 1997

Published in: Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/2.4013

zbMATH Keywords

smootherfilterscovariance projectionsoptimal sensitivity equationssuboptimal sensitivity

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Data smoothing in stochastic control theory (93E14)

This page was built for publication: Covariance Projection Methods for Filters and Smoothers