Pole-assignment fixed-interval Kalman smoother with an exponential stability

DOI10.1080/00207720600813012zbMath1127.93058OpenAlexW1986061213MaRDI QIDQ5426616

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Publication date: 13 November 2007

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720600813012

zbMATH Keywords

exponential stabilitystate estimationpole-assignmentARMA innovation modelfixed-interval Kalman smoother

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Pole and zero placement problems (93B55) Stochastic stability in control theory (93E15)

Cites Work

• Optimal and self-tuning white noise estimators with applications to deconvolution and filtering problems

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