Application of the transmission line method to the solution of the continuous Kalman filter equations of general order.

DOI10.1016/0378-4754(95)00109-3zbMath1080.65541OpenAlexW1965938029MaRDI QIDQ816799

M. S. Woolfson, S. Y. R. Hui

Publication date: 24 February 2006

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(95)00109-3

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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