Partitioned estimators based on the perturbed Kalman filter equations

DOI10.1080/00207728308926518MaRDI QIDQ3671863zbMATH OpenOpenAlexFDO

Authors Keigo Watanabe

Publication date 1983

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728308926518

zbMATH Keywords

partitioned filterKalman filter equationscontinuous-time linear systems with correlated initial conditions

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Data smoothing in stochastic control theory (93E14)

Cites work

• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• A unified approach to smoothing formulas
• A unifying framework for discrete linear estimation Generalized partitioned algorithms
• Multipartitioning linear estimation algorithms: Continuous systems
• Optimal non-linear estimation†
• Stochastic processes and filtering theory

Cited in

(2)

• On the relationship between the Lagrange multiplier method and the two-filter smoother
• Application of pseudolinear partitioned filter to passive vehicle tracking†

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