Approximate linear minimum variance filters for continuous-discrete state space models: convergence and practical adaptive algorithms

DOI10.1093/IMAMCI/DNX047zbMath1475.93112arXiv1207.6023OpenAlexW1808456563MaRDI QIDQ5162664

J. C. Jimenez

Publication date: 5 November 2021

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.6023

zbMATH Keywords

system identificationcontinuous-discrete filterminimum variance filterlocal linearization filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Linearizations (93B18) Identification in stochastic control theory (93E12)

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