A closed-form solution to the discrete-time Kalman filter and its applications

DOI10.1016/j.sysconle.2010.09.007zbMath1217.93166OpenAlexW2055694925MaRDI QIDQ616979

Soo Hee Han

Publication date: 12 January 2011

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2010.09.007

zbMATH Keywords

closed-form solutionKalman filterminimum variance finite memory filter

Mathematics Subject Classification ID

Related Items (1)

Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain

Cites Work

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• A receding horizon Kalman FIR filter for discrete time-invariant systems
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