Steady‐state Kalman filtering with nonstationary noise

DOI10.1002/oca.720zbMath1073.93570OpenAlexW2141089978MaRDI QIDQ5695564

J. Paattilammi, Pertti M. Mäkilä

Publication date: 13 October 2005

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.720

zbMATH Keywords

Kalman filteringnon-stationary signalslinear quadratic controlgeneralized harmonic analysis

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Cites Work

• Constrained linear quadratic Gaussian control with process applications
• Lethargy results in LTI system modelling
• Linear quadratic control revisited
• Computational methods for parametric LQ problems--A survey
• Bounded Power Signal Spaces for Robust Control and Modeling
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