Error analysis of the Schmidt Kalman filter

DOI10.1080/00207727608941963zbMath0328.93024OpenAlexW2042730504MaRDI QIDQ4094731

Motoyasu Nagata, Yoshikazu Sawaragi

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1080/00207727608941963

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Model systems in control theory (93C99)

Related Items (1)

Splitting-up spectral method for nonlinear filtering problems with correlation noises

Cites Work

• Error analysis of fixed-point prediction with coloured measurement noise
• Effect of errors due to incorrect covariance function on an optimal filter for coloured noise

This page was built for publication: Error analysis of the Schmidt Kalman filter