A Kalman filter algorithm using a moving window with applications

DOI10.1080/00207729508929112zbMath0836.93059OpenAlexW2061602590MaRDI QIDQ4851708

Zhengou Wang, Jian-Ping Zhang

Publication date: 21 November 1995

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729508929112

zbMATH Keywords

trackingKalman filterfilteringdiscrete-timerobust designuncertain dynamics

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51) Discrete-time control/observation systems (93C55)

Cites Work

• Discrete linear estimation for previous stage noise correlation

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