Variance or spectral density in sampled data filtering?

DOI10.1007/s10898-011-9675-4zbMath1241.62129OpenAlexW2062300141MaRDI QIDQ421300

Juan I. Yuz, Graham C. Goodwin, Mario E. Salgado, Juan C. Agüero

Publication date: 23 May 2012

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9675-4

zbMATH Keywords

estimationKalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

• Approximation of the distribution of convergence times for stochastic global optimisation
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• Sampling in digital signal processing and control
• Stochastic processes and filtering theory
• Introduction to stochastic control theory
• Encyclopedia of Optimization
• Connection between continuous and discrete Riccati equations with applications to kalman filtering
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