A suboptimal Kalman filter considering error analysis

DOI10.1080/00207727908941652zbMath0418.93086OpenAlexW1969061751MaRDI QIDQ3852085

Motoyasu Nagata

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1080/00207727908941652

zbMATH Keywords

estimationstochastic differential equationsKalman filterapproximate designcontinuous-time system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Data smoothing in stochastic control theory (93E14) Model systems in control theory (93C99)

Cites Work

• On the matrix Riccati approach to a singularly perturbed regulator problem
• Error analysis of fixed-point prediction with coloured measurement noise

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