A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

DOI10.1109/TAC.1975.1100990zbMath0301.93064OpenAlexW2149275050MaRDI QIDQ4055488

M. Edward Womble, James E. Potter

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1109/tac.1975.1100990

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (5)

Periodic solutions of Riccati equations applied to multirate sampling ⋮ A unifying framework for linear estimation: Generalized partitioned algorithms ⋮ Square-root algorithms for parallel processing in optimal estimation ⋮ Determination of steady state behavior for periodic discrete filtering problems ⋮ A group-theoretical approach to optimal estimation and control

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