A general approach for designing the MWGS-based information-form Kalman filtering methods

DOI10.1016/j.ejcon.2020.02.001zbMath1455.93199OpenAlexW3007860950MaRDI QIDQ2220018

Yanyan Li

Publication date: 21 January 2021

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejcon.2020.02.001

zbMATH Keywords

Kalman filterinformation filterarray algorithmsMWGS orthogonalization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

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