A suboptimal Kalman filter considering error analysis

DOI10.1080/00207727908941652MaRDI QIDQ3852085zbMATH OpenOpenAlexFDO

Authors Motoyasu Nagata

Publication date 1979

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/10.1080/00207727908941652

zbMATH Keywords

approximate designcontinuous-time systemestimationKalman filterstochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Model systems in control theory (93C99) Data smoothing in stochastic control theory (93E14)

Cites work

• Error analysis of fixed-point prediction with coloured measurement noise
• On the matrix Riccati approach to a singularly perturbed regulator problem

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