A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

DOI10.1109/TAC.1975.1100990MaRDI QIDQ4055488zbMATHOpenAlexFDO

Authors M. Edward Womble, James E. Potter

Publication date 1975

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

Full work available at URL https://doi.org/10.1109/tac.1975.1100990

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited in

(5)

• Periodic solutions of Riccati equations applied to multirate sampling
• A unifying framework for linear estimation: Generalized partitioned algorithms
• A group-theoretical approach to optimal estimation and control
• Square-root algorithms for parallel processing in optimal estimation
• Determination of steady state behavior for periodic discrete filtering problems

This page was built for publication: A prefiltering version of the Kalman filter with new numerical integration formulas for Riccati equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4055488)