The Minimal Bound on the Estimation Error Covariance Matrix in the Presence of Correlated Driving Noise

DOI10.1137/0308038zbMath0221.93009OpenAlexW2043058150MaRDI QIDQ5626458

James C. Deckert, James E. Potter

Publication date: 1970

Published in: SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0308038

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

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A conservative bound on the estimation error covariance matrix in the presence of correlated driving noise and correlated discrete measurement noise ⋮ Developing practical filters for non-linear systems using a new approach

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