Calculation of discrete-time process noise statistics for hybrid continuous/discrete-time applications

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1099-1514(199604/06)17:2<151::AID-OCA569>3.0.CO;2-3" /><151::AID-OCA569>3.0.CO;2-3 10.1002/(SICI)1099-1514(199604/06)17:2<151::AID-OCA569>3.0.CO;2-3zbMath0852.93060OpenAlexW2022292713MaRDI QIDQ4886490

Mitchell M. Livstone, Jay A. Farrell

Publication date: 9 December 1996

Full work available at URL: https://doi.org/10.1002/(sici)1099-1514(199604/06)17:2<151::aid-oca569>3.0.co;2-3

zbMATH Keywords

Kalman filterdiscrete-time process noise statistics

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sampled-data control/observation systems (93C57) Stochastic systems in control theory (general) (93E03)

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