Covariance Projection Methods for Filters and Smoothers
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Publication:3129361
DOI10.2514/2.4013zbMath0870.93042MaRDI QIDQ3129361
Publication date: 27 April 1997
Published in: Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2514/2.4013
93E11: Filtering in stochastic control theory
93B35: Sensitivity (robustness)
93E14: Data smoothing in stochastic control theory