Nonlinear Filters and Operators and the Constant-Gain Extended Kalman Filter

DOI10.1093/IMAMCI/1.4.359zbMath0635.93061OpenAlexW1971201221MaRDI QIDQ3775438

Ken. A. Jukes, M. J. Grimble, David P. Goodall

Publication date: 1984

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/1.4.359

zbMATH Keywords

nonlinear systemsnonlinear estimatorsfunction-space approach

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Operator-theoretic methods (93B28) Stochastic stability in control theory (93E15)

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