scientific article; zbMATH DE number 910671

zbMATH Open0853.93097MaRDI QIDQ4885820

Suwanchai Sangsuk-Iam, Thomas E. Bullock

Publication date: 12 January 1997

Title of this publication is not available (Why is that?)

zbMATH Keywords

Kalman filterdiscrete-timeunknown noise covariances

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55)

Related Items (6)

Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters ⋮ Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs ⋮ Unscented Kalman filtering in the additive noise case ⋮ Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter ⋮ \(L_2\)-stability of discrete-time Kalman filter with random coefficients under incorrect covariance ⋮ Return-difference and spectral factorisation relationship for the discrete-time Kalman filter

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