Constrained Kalman filtering: additional results

DOI10.1111/J.1751-5823.2010.00098.XMaRDI QIDQ6574881zbMATH OpenFDO

Authors Adrian Pizzinga

Publication date 19 July 2024

Published in International Statistical Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1751-5823.2010.00098.X

zbMATH Keywords

constrained Kalman filteringlinear constraintsstate space models

Mathematics Subject Classification ID

Statistics (62-XX) Inference from stochastic processes (62Mxx) Stochastic systems and control (93Exx)

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Cited in

(1)

• Robust interval-constrained H_ filter

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