Deterministic Kalman filtering on semi-infinite interval (Q456513)
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scientific article; zbMATH DE number 6093826
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| English | Deterministic Kalman filtering on semi-infinite interval |
scientific article; zbMATH DE number 6093826 |
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Deterministic Kalman filtering on semi-infinite interval (English)
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16 October 2012
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Summary: We relate a deterministic Kalman filter on semi-infinite interval to linear-quadratic tracking control model with unfixed initial condition.
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deterministic Kalman filter
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semi-infinite interval
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linear-quadratic tracking control model
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