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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@@ Property / author @@
-Carmen Núñez
@@ Property / author: Carmen Núñez / rank @@
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@@ Property / author @@
+Carmen Núñez
@@ Property / author: Carmen Núñez / rank @@
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@@ Property / author @@
+Russell A. Johnson
@@ Property / author: Russell A. Johnson / rank @@
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+B55
@@ Property / Mathematics Subject Classification ID: 37B55 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+C05
@@ Property / Mathematics Subject Classification ID: 93C05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+A12
@@ Property / Mathematics Subject Classification ID: 94A12 / rank @@
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@@ Property / zbMATH DE Number @@
+6375664
@@ Property / zbMATH DE Number: 6375664 / rank @@
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@@ Property / zbMATH Keywords @@
+nonautonomous control
@@ Property / zbMATH Keywords: nonautonomous control / rank @@
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@@ Property / zbMATH Keywords @@
+Kalman-Bucy filter
@@ Property / zbMATH Keywords: Kalman-Bucy filter / rank @@
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@@ Property / zbMATH Keywords @@
+error covariance matrix
@@ Property / zbMATH Keywords: error covariance matrix / rank @@
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@@ Property / zbMATH Keywords @@
+exponential dichotomy
@@ Property / zbMATH Keywords: exponential dichotomy / rank @@
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@@ Property / zbMATH Keywords @@
+rotation number
@@ Property / zbMATH Keywords: rotation number / rank @@
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+MaRDI publication profile
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+https://doi.org/10.3934/dcds.2014.34.4139
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+W2317857629
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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
@@ Property / cites work: Q5563918 / rank @@
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@@ Property / cites work @@
+An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
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@@ Property / cites work @@
+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
@@ Property / cites work: Q5589084 / rank @@
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@@ Property / cites work @@
+Rotation number for non-autonomous linear Hamiltonian systems. I: Basic properties
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@@ Property / cites work @@
+Rotation number for non-autonomous linear Hamiltonian systems. II: The Floquet coefficient
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@@ Property / cites work @@
+Deterministic Kalman filtering in a behavioral framework
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@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
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@@ Property / cites work @@
+m-functions and Floquet exponents for linear differential systems
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@@ Property / cites work @@
+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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+Q5641804
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+Q3998957
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+Q3264374
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@@ Property / cites work @@
+Ergodic properties and rotation number for linear Hamiltonian systems
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@@ Property / cites work @@
+Existence of dichotomies and invariant splittings for linear differential systems. III
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+A spectral theory for linear differential systems
@@ Property / cites work: A spectral theory for linear differential systems / rank @@
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+Measure theoretic entropy of the system of hard spheres
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@@ Property / cites work @@
+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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@@ links / mardi / name / links / mardi / name @@
+Publication:476475