Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (Q1659558)

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scientific article; zbMATH DE number 6923346
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    Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation
    scientific article; zbMATH DE number 6923346

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      Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (English)
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      22 August 2018
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      Kalman-Bucy filter
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      infinite-dimensional systems
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      boundary control systems
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      temporal discretization
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      sampled data
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