Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter

DOI10.1007/BF02136837zbMath0819.93075MaRDI QIDQ1805488

Peter S. Maybeck, Mark A. Gallagher, Kenneth W. jun. Bauer

Publication date: 18 May 1995

Published in: Annals of Operations Research (Search for Journal in Brave)

zbMATH Keywords

computer simulations; time-dependent

Mathematics Subject Classification ID

93E99: Stochastic systems and control

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

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