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

DOI10.1109/TAC.1975.1100990zbMATH Open0301.93064OpenAlexW2149275050MaRDI QIDQ4055488FDOQ4055488

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

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