Constructing an analogue of the Kalman filter for a guaranteed state estimation of a dynamic system
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Publication:353689
DOI10.1134/S1064230711050170zbMATH Open1266.93145MaRDI QIDQ353689FDOQ353689
Authors: A. M. Shmatkov 
Publication date: 16 July 2013
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
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Cites Work
- Title not available (Why is that?)
- On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
- On equations of ellipsoids approximating attainable sets
- A comparison of stochastic and ellipsoidal uncertainty estimators for dynamical systems with bounded perturbations
- Summation of ellipsoids in the guaranteed estimation problem
Cited In (8)
- A comparison of guaranteeing and Kalman filters
- Ellipsoidal filtering of the state of an infinite-dimensional system. II. Filtering by discrete-continuous observations with a vector measure
- Finite wordlength design of digital Kalman filters for state estimation
- A smoothing filter based on an analogue of a Kalman filter for a guaranteed estimation of the state of dynamical systems
- Comparison of stochastic and guaranteed approaches to the estimation of the state of dynamic systems
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- Kalman filter for linear almost conservative systems
- The Kalman-Bucy filter in the guaranteed estimation problem
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