Equivalence of recursive three-step filter and infinity augmented Kalman filter for linear discrete-time stochastic systems with direct feedthrough (Q6609032)
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scientific article; zbMATH DE number 7916969
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| English | Equivalence of recursive three-step filter and infinity augmented Kalman filter for linear discrete-time stochastic systems with direct feedthrough |
scientific article; zbMATH DE number 7916969 |
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Equivalence of recursive three-step filter and infinity augmented Kalman filter for linear discrete-time stochastic systems with direct feedthrough (English)
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20 September 2024
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linear systems
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Kalman filters
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filtering theory
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discrete time systems
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state estimation
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stochastic systems
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augment Kalman filter
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AKF
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process noise
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input approaches infinity
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exogenous input
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linear discrete-time stochastic systems
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direct feedthrough
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three-step filter method
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