Symplectic Runge-Kutta methods for the Kalman-Bucy filter (Q3515118)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Symplectic Runge-Kutta methods for the Kalman-Bucy filter |
scientific article |
Statements
Symplectic Runge-Kutta methods for the Kalman-Bucy filter (English)
0 references
25 July 2008
0 references
continuous-time estimation problem
0 references
Hamiltonian system
0 references
Riccati equation
0 references
symplectic group
0 references
symplectic Runge-Kutta methods
0 references