An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
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Publication:1000785
DOI10.1016/j.automatica.2008.05.029zbMath1154.93434MaRDI QIDQ1000785
James V. Burke, Gianluigi Pillonetto, Bradley M. Bell
Publication date: 10 February 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2008.05.029
state estimation; Kalman filter; function estimation; inequality constrained systems; interior point applications
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