Design of RLS-FIR filter using covariance information in linear continuous-time stochastic systems
From MaRDI portal
Publication:2453361
DOI10.1016/j.amc.2013.03.022zbMath1287.93094MaRDI QIDQ2453361
Publication date: 6 June 2014
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2013.03.022
Related Items
Cites Work
- Unnamed Item
- Stochastic models, estimation, and control. Vol. 2,3
- RLS fixed-lag smoother using covariance information in linear continuous stochastic systems
- Initial-value system for linear smoothing problems by covariance information
- A receding horizon Kalman FIR filter for discrete time-invariant systems
- A receding horizon Kalman FIR filter for linear continuous-time systems
- Receding-horizon unbiased FIR filters for continuous-time state-space models without a priori initial state information
- FIR filters and recursive forms for continuous time-invariant state-space models