Bound on sensitivity of the Kalman-Bucy filter to prior values of covariance matrices
type: Item
instance of: scholarly article
title: Bound on sensitivity of the Kalman-Bucy filter to prior values of covariance matrices
zbMATH Open document ID: 0743.93092
published in: Automation and Remote Control
publication date: 1992-06-26T00:00:00Z
review text: The paper studies the accuracy of a Kalman-Bucy filter when approximate values of the covariance matrices are used. An upper bound on the accuracy is derived for which the analysis of the dependence on the covariances can be carried out in various situations.
reviewed by: Giovanni Di Masi
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 22062
zbMATH Keywords: Kalman-Bucy filter
author: A. I. Matasov
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 22062