Kalman filtering simulation via numerical solution of the associated matrix differential equations
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Publication:2549299
DOI10.1016/0021-9991(71)90001-5zbMath0226.93025MaRDI QIDQ2549299
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
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
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