Error analysis of the Schmidt Kalman filter

DOI10.1080/00207727608941963MaRDI QIDQ4094731zbMATH OpenOpenAlexFDO

Authors Motoyasu Nagata, Yoshikazu Sawaragi

Publication date 1976

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727608941963

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Model systems in control theory (93C99) 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
• Error analysis of fixed-point prediction with coloured measurement noise

Cited in

(1)

• Splitting-up spectral method for nonlinear filtering problems with correlation noises

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