A note on Kalman-Bucy filters with zero measurement noise

DOI10.1109/TAC.1974.1100570zbMath0278.93035MaRDI QIDQ4404754

Peter J. Moylan

Publication date: 1974

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (4)

The Kalman-Bucy method of optimal filtering and its generalizations ⋮ Solution of the linear filtration problem for observations containing colored noise ⋮ Singular perturbations and order reduction in control theory - an overview ⋮ A study of the Kalman filter as a state estimator of deterministic and stochastic systems

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