The Kalman-Bucy filter revisited (Q476475)

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The Kalman-Bucy filter revisited
scientific article

    Statements

    title
    The Kalman-Bucy filter revisited (English)
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    author
    Carmen Núñez
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    Russell A. Johnson
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    publication date
    2 December 2014
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    zbMATH Keywords
    nonautonomous control
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    Kalman-Bucy filter
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    error covariance matrix
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    exponential dichotomy
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    rotation number
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    Identifiers

    Mathematics Subject Classification ID
    37B55
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    93C05
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    94A12
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    zbMATH DE Number
    6375664
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    OpenAlex ID
    W2317857629
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