Discrete Kalman filtering using a generalized companion form

DOI10.1109/TAC.1975.1100893zbMath0299.93040MaRDI QIDQ4054890

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Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (3)

The Kalman-Bucy method of optimal filtering and its generalizations ⋮ Invariant description of linear regulator problems and reduction of the algebraic Riccati equation ⋮ Invariant system description of the stochastic realization

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