Simple method for solving the constant gains of Kalman filters with single output
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Publication:3762212
DOI10.1080/00207178708547398zbMath0623.93080OpenAlexW2132242217MaRDI QIDQ3762212
Publication date: 1987
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178708547398
continuous-timesteady-state Kalman filterscalculation of the optimal gainscontinuous-and discrete-time systems with single output
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)
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