Initial data truncation for multivariate output of discrete-event simulation using the Kalman filter
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Publication:1805488
DOI10.1007/BF02136837zbMath0819.93075MaRDI QIDQ1805488
Peter S. Maybeck, Mark A. Gallagher, Kenneth W. jun. Bauer
Publication date: 18 May 1995
Published in: Annals of Operations Research (Search for Journal in Brave)
93E99: Stochastic systems and control
93E11: Filtering in stochastic control theory
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
Cites Work
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