scientific article; zbMATH DE number 3978970

MaRDI QIDQ3744084zbMATH OpenFDO

Authors S. Hammarling

Publication date 1986

zbMATH Keywords

discrete linear Kalman filtering problemnumerical solution

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Filtering in stochastic control theory (93E11)

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(2)

• Simple method for solving the constant gains of Kalman filters with single output
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