Robust Kalman filter in discrete time

zbMath0417.93070MaRDI QIDQ755510

A. A. Ershov, Robert Sh. Liptser

Publication date: 1978

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Kalman filternonlinearfilteringdiscrete timelinear discrete-time Kalman circuit

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

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