Analysis of continuous-time Kalman filtering under incorrect noise covariances
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Publication:1112779
DOI10.1016/0005-1098(88)90113-6zbMath0659.93066OpenAlexW2028574341MaRDI QIDQ1112779
Thomas E. Bullock, Suwanchai Sangsuk-Iam
Publication date: 1988
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(88)90113-6
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic systems in control theory (general) (93E03)
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