Bound on sensitivity of the Kalman-Bucy filter to prior values of covariance matrices

zbMath0743.93092MaRDI QIDQ1178667

Alexander Matasov

Publication date: 26 June 1992

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Kalman-Bucy filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

Related Items (1)

Design of Pareto-optimal linear quadratic estimates, filters and controllers

This page was built for publication: Bound on sensitivity of the Kalman-Bucy filter to prior values of covariance matrices