Kalman filtering simulation via numerical solution of the associated matrix differential equations

DOI10.1016/0021-9991(71)90001-5MaRDI QIDQ2549299zbMATH OpenOpenAlexFDO

Authors Jerome A. Camp

Publication date 1971

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9991(71)90001-5

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Cites work

• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• scientific article; zbMATH DE number 3082097 (Why is no real title available?)
• Mixed Congruential Random Number Generators for Decimal Machines

Cited in

(1)

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

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