The Kalman filter on stochastic time scales
DOI10.1016/J.NAHS.2019.02.008zbMATH Open1429.93386OpenAlexW2922152397MaRDI QIDQ2283233FDOQ2283233
Authors: Dylan Poulsen, Nick Wintz 
Publication date: 30 December 2019
Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.nahs.2019.02.008
Recommendations
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Time-scale analysis and singular perturbations in control/observation systems (93C70)
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Cited In (19)
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- Dynamic local and nonlocal initial value problems in Banach spaces
- A Kalman filter model for single and two-stage repeated surveys
- A Kalman filtering technique for certain Markov chains
- Asymptotic distribution theory for the kalman filter state estimator
- The Kalman filter for linear systems on time scales
- Continuous‐time Kalman filtering on the orthogonal group O(n)
- Bilinear state systems on an unbounded time scale
- Title not available (Why is that?)
- Characterization of Exponential Divergence of the Kalman Filter for Time-Varying Systems
- Kalman filtering of a space-time Markov random field
- Parameter identification for vector dynamic equations on arbitrary time scales
- Predictability and unpredictability in Kalman filtering
- A mapping result between Wiener theory and Kalman filtering for nonstationary processes
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- An ergodic approach to Laplace transforms on time scales
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- The location of the continuous-time stationary Kalman filter poles
- Memoryless properties on time scales
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