scientific article; zbMATH DE number 4101053

zbMATH Open0672.93050MaRDI QIDQ3826445FDOQ3826445

Authors: Michel Verhaegen, Paul van Dooren 

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Kalman filterreliabilitysimulation studysystemerror propagationfirst-order perturbationmodeling errorserrors which result from discretizing a continuous linear time

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)

Cited In (6)

• Empirical kalman-Credibility
• Numerical aspects of different Kalman filter implementations
• Hyperbolic SVD-based Kalman filtering for Chandrasekhar recursion
• Remarks on the Kalman filtering simulation and verification
• A novel general methodology for studying and remedying finite precision error with application in Kalman filtering
• Title not available (Why is that?)

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