Estimation of steady-state Kalman filter gain

DOI10.1109/TAC.1978.1101838zbMath0387.93050MaRDI QIDQ4168475

Koji Tajima

Publication date: 1978

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems ⋮ Recursive estimation of the observation and process noise covariances in online Kalman filtering

This page was built for publication: Estimation of steady-state Kalman filter gain