Square-root Kalman filtering of descriptor systems

DOI10.1016/0167-6911(92)90071-YzbMath0768.93081OpenAlexW1994252836MaRDI QIDQ1199857

Giovanni Zappa, Luigi Chisci

Publication date: 17 January 1993

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(92)90071-y

zbMATH Keywords

least-squaressquare-root filteringdiscrete- time descriptor systemsKalman filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (3)

Multiple window moving horizon estimation ⋮ Kullback-Leibler average, consensus on probability densities, and distributed state estimation with guaranteed stability ⋮ On exponential convergence of nonlinear gradient dynamics system with application to square root finding

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• Least Squares Estimation of Discrete Linear Dynamic Systems Using Orthogonal Transformations

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