Steady-state behavior of Kalman filter with discrete- and continuous-time observations

DOI10.1109/TAC.1980.1102474zbMath0451.93057MaRDI QIDQ3898410

Bernard Friedland

Publication date: 1980

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

Kalman filtergain matrix

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Model systems in control theory (93C99)

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