Partitioned estimators based on the perturbed Kalman filter equations

DOI10.1080/00207728308926518zbMATH Open0521.93062OpenAlexW1975895150MaRDI QIDQ3671863FDOQ3671863

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

• Stochastic processes and filtering theory
• Title not available (Why is that?)
• A unified approach to smoothing formulas
• Optimal non-linear estimation†
• A unifying framework for discrete linear estimation Generalized partitioned algorithms
• Multipartitioning linear estimation algorithms: Continuous systems

Cited In (2)

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

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