The deterministic interpretation of the Kalman filter

DOI10.1080/00207179.2020.1755895zbMath1478.93361OpenAlexW984701801MaRDI QIDQ5012663

Jing Liu, Dominic Buchstaller, Mark French

Publication date: 25 November 2021

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2020.1755895

zbMATH Keywords

residualKalman filteringdeterministic least squares filtering

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55)

Related Items (3)

On the Lagrange duality of stochastic and deterministic minimax control and filtering problems ⋮ A limit Kalman filter and smoother for systems with unknown inputs ⋮ State space construction for continuous time transfer function matrices via Nerode equivalence

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust/\(H_{\infty}\) filtering for nonlinear systems
• Stochastic models, estimation, and control. Vol. 1
• Deterministic least squares filtering.
• Maximum-likelihood recursive nonlinear filtering
• Robust Stability for Multiple Model Adaptive Control: Part I—The Framework
• Robust Stability for Multiple Model Adaptive Control: Part II—Gain Bounds
• Robust Stability of Input-Output Systems with Initial Conditions

This page was built for publication: The deterministic interpretation of the Kalman filter