Partitioned estimators based on the perturbed Kalman filter equations

DOI10.1080/00207728308926518zbMath0521.93062OpenAlexW1975895150MaRDI QIDQ3671863

Keigo Watanabe

Publication date: 1983

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728308926518

zbMATH Keywords

partitioned filterKalman filter equationscontinuous-time linear systems with correlated initial conditions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14) Model systems in control theory (93C99)

Related Items (2)

On the relationship between the Lagrange multiplier method and the two-filter smoother ⋮ Application of pseudolinear partitioned filter to passive vehicle tracking†

Cites Work

• Unnamed Item
• A unified approach to smoothing formulas
• Stochastic processes and filtering theory
• Multipartitioning linear estimation algorithms: Continuous systems
• A unifying framework for discrete linear estimation Generalized partitioned algorithms
• Optimal non-linear estimation†

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