Error analysis of fixed-point prediction with coloured measurement noise

DOI10.1080/00207177508921998MaRDI QIDQ4058897zbMATH OpenOpenAlexFDO

Authors Motoyasu Nagata, Yoshikazu Sawaragi

Publication date 1975

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207177508921998

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Estimation and detection in stochastic control theory (93E10)

Cites work

• Effect of errors due to incorrect covariance function on an optimal filter for coloured noise
• Optimal filtering for Gauss—Markov noise

Cited in

(2)

• A suboptimal Kalman filter considering error analysis
• Error analysis of the Schmidt Kalman filter

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