The Kalman-Bucy filter revisited

DOI10.3934/dcds.2014.34.4139zbMath1330.37022OpenAlexW2317857629MaRDI QIDQ476475

Carmen Núñez, Russell A. Johnson

Publication date: 2 December 2014

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2014.34.4139

zbMATH Keywords

exponential dichotomyrotation numberKalman-Bucy filtererror covariance matrixnonautonomous control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Topological dynamics of nonautonomous systems (37B55)

Cites Work

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• The Kalman-Bucy Filter as a True Time-Varying Wiener Filter

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