Alternative solution of discrete-time Kalman filter

DOI10.1016/0167-6911(94)90086-8zbMath0813.93063OpenAlexW2028337229MaRDI QIDQ1329777

Katsuhisa Furuta

Publication date: 7 June 1995

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(94)90086-8

zbMATH Keywords

computational methodsfilteringlinear quadratic problemsdiscrete- time systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)

Related Items (2)

Discrete-time LQG dynamic controller design using plant Markov parameters ⋮ A closed-form solution to the discrete-time Kalman filter and its applications

Cites Work

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• Closed-form solutions to discrete-time LQ optimal control and disturbance attenuation
• From time series to linear system. I: Finite dimensional linear time invariant systems
• Fully Parallel 3D Thinning Algorithms Based on Sufficient Conditions for Topology Preservation

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