A Fresh Look at the Kalman Filter
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Publication:4899160
DOI10.1137/100799666zbMath1253.93127OpenAlexW1995573301MaRDI QIDQ4899160
Jeremy M. West, Preston Redd, Jeffrey Humpherys
Publication date: 7 January 2013
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/e7eda9acea84ec6a59e693b9976033fdebcc715a
Filtering in stochastic control theory (93E11) Newton-type methods (49M15) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35)
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