Linearized reduced-order filtering

DOI10.1109/9.412MaRDI QIDQ3772105zbMATH OpenOpenAlexFDO

Authors Craig S. Sims, Krishna M. Nagpal

Publication date 1988

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.412

zbMATH Keywords

Kalman filterlinearizationnonlinear dynamical or observational model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

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