On the sensitivity of a discrete-time Kalman filter to plant-dynamics modelling errors
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Publication:3714971
DOI10.1080/00207728608926858zbMath0587.93023OpenAlexW2048058175MaRDI QIDQ3714971
Nick T. Koussoulas, Cornelius T. Leondes
Publication date: 1986
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728608926858
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)
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