An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter

DOI10.1016/0378-4754(78)90033-2MaRDI QIDQ1246501zbMATH OpenOpenAlexFDO

Authors K. Appert

Publication date 1978

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4754(78)90033-2

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• Kalman filtering simulation via numerical solution of the associated matrix differential equations
• Realtime digital integration for continuous Kalman filtering in nonlinear systems

Cited in

(6)

• Optimal input design for aircraft stability and control flight testing
• The Robustness ot the Fixed Point Smoothing Algorithm
• Solution of the differential Riccati equation using the transmission line modelling (TLM) technique
• A Kalman filter type of extension to a deterministic gradient technique for parameter estimation
• The continuous kalman filter as the limit of the discrete kalman filter
• The relationship between a continuous-time identification algorithm based on the deterministic filter and least-squares methods

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