The Kalman-Bucy filter revisited (Q476475): Difference between revisions

@@ Property / DOI @@
-.3934/dcds.2014.34.4139
@@ Property / DOI: 10.3934/dcds.2014.34.4139 / rank @@
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@@ Property / author @@
+Russell A. Johnson
@@ Property / author: Russell A. Johnson / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.3934/dcds.2014.34.4139
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+W2317857629
@@ Property / OpenAlex ID: W2317857629 / rank @@
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@@ Property / cites work @@
+The Kalman-Bucy Filter as a True Time-Varying Wiener Filter
+Normal rank
@@ Property / cites work @@
+Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems
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@@ Property / cites work @@
+Q5563918
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@@ Property / cites work @@
+An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
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+Q3979029
@@ Property / cites work: Q3979029 / rank @@
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@@ Property / cites work @@
+Kalman Filtering with Random Coefficients and Contractions
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+Q5589084
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+Rotation number for non-autonomous linear Hamiltonian systems. I: Basic properties
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+Rotation number for non-autonomous linear Hamiltonian systems. II: The Floquet coefficient
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+Deterministic Kalman filtering in a behavioral framework
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+m-functions and Floquet exponents for linear differential systems
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+On null controllability of linear systems with recurrent coefficients and constrained controls
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+Exponential dichotomy and rotation number for linear Hamiltonian systems
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+Stabilization and random linear regulator problem for random linear control processes
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+Ergodic properties and rotation number for linear Hamiltonian systems
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+Existence of dichotomies and invariant splittings for linear differential systems. III
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+A generalized integral manifold theorem
@@ Property / cites work: A generalized integral manifold theorem / rank @@
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@@ Property / DOI @@
+.3934/DCDS.2014.34.4139
@@ Property / DOI: 10.3934/DCDS.2014.34.4139 / rank @@
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