Convergence of discrete-time Kalman filter estimate to continuous time estimate
type: Item
instance of: scholarly article
title: Convergence of discrete-time Kalman filter estimate to continuous time estimate
zbMATH Open document ID: 1338.93364
DOI: 10.1080/00207179.2015.1090017
author: Atte Aalto
published in: International Journal of Control
publication date: 2016-05-25T00:00:00Z
full work available at URL: https://arxiv.org/abs/1408.1275
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6585062
zbMATH Keywords: Kalman filter
zbMATH Keywords: infinite dimensional systems
zbMATH Keywords: temporal discretisation
zbMATH Keywords: sampled data
MaRDI profile type: Publication
OpenAlex ID: W1760063196
arXiv ID: 1408.1275
cites work: Discrete-Time Solutions to the Continuous-Time Differential Lyapunov Equation With Applications to Kalman Filtering
cites work: Q5639583
cites work: Q3878440
cites work: Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems
cites work: Kalman filtering and smoothing for linear wave equations with model error
cites work: Connection between continuous and discrete Riccati equations with applications to kalman filtering
cites work: Sensitivity analysis of the discrete-time algebraic Riccati equation
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description: scientific article; zbMATH DE number 6585062