On the Nonlinear Ddynamics of Fast Filtering Algorithms

DOI10.1137/S0363012991202422zbMATH Open0825.93906MaRDI QIDQ4299286FDOQ4299286

Authors: Anders Lindquist, Yishao Zhou, C. I. Byrnes 

Publication date: 29 June 1994

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Geometric methods (93B27) Applications of dynamical systems (37N99)

Cited In (3)

• On the Phase Portrait of the Fast Filtering Algorithms
• A covariance extension approach to identification of time series
• Canonical correlation analysis, approximate covariance extension, and identification of stationary time series

This page was built for publication: On the Nonlinear Ddynamics of Fast Filtering Algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4299286)