Polynomial solution of 2D Kalman-Bucy filtering problem

DOI10.1109/9.256417zbMath0770.93089OpenAlexW2105897038MaRDI QIDQ4030738

Michael Šebek

Publication date: 1 April 1993

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

Full work available at URL: https://doi.org/10.1109/9.256417

zbMATH Keywords

polynomial methodsoptimal filterKalman-Bucy filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (4)

Asynchronous \(\mathcal{H}_{\infty}\) estimation for two-dimensional nonhomogeneous Markovian jump systems with randomly occurring nonlocal sensor nonlinearities ⋮ Extended \(\mathbb H_{\infty }\) estimation for two-dimensional Markov jump systems under asynchronous switching ⋮ Robust filtering for \(2d\) discrete-time linear systems with convex-bounded parameter uncertainty ⋮ Diophantine equations in control. -- A survey

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