On the Nonlinear Ddynamics of Fast Filtering Algorithms

DOI10.1137/S0363012991202422zbMath0825.93906MaRDI QIDQ4299286

Yishao Zhou, Anders Lindquist, Christopher I. Byrnes

Publication date: 29 June 1994

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Geometric methods (93B27) Applications of dynamical systems (37N99)

Related Items (3)

Canonical correlation analysis, approximate covariance extension, and identification of stationary time series ⋮ A covariance extension approach to identification of time series ⋮ On the Phase Portrait of the Fast Filtering Algorithms

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