Optimal fusion of sensor data for Kalman filtering

DOI10.3934/DCDS.2006.14.483zbMath1111.93077OpenAlexW2075042961MaRDI QIDQ867391

N. E. Zubov

Publication date: 15 February 2007

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2006.14.483

zbMATH Keywords

optimal controlKalman filtermatrix Riccati differential equationcontrol parametrization enhancing transform

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14) Optimal stochastic control (93E20)

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