On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
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Publication:2409422
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Cited in
(30)- On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters
- Unbiased minimum variance estimation for discrete-time systems with measurement delay and unknown measurement disturbance
- Optimal position and velocity estimation for multi-USV positioning systems with range measurements
- Further results on ``reduced order disturbance observer for discrete-time linear systems
- On the asymptotic stability of minimum-variance unbiased input and state estimation
- Unbiased steady minimum-variance estimation for systems with measurement-delay and unknown inputs
- Full state constrained stochastic adaptive integrated guidance and control for STT missiles with non-affine aerodynamic characteristics
- Kalman filtering under unknown inputs and norm constraints
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- Joint unbiased and minimum-variance based input and state estimation for linear constrained systems
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