A filter with a guaranteed asymptotic performance

DOI10.1098/RSPA.1993.0047zbMath0791.93091OpenAlexW2032718266MaRDI QIDQ4277898

Stephen J. Maybank

Publication date: 29 June 1994

Published in: Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.1993.0047

zbMATH Keywords

Kalman filteroptimal probability density function

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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