Evaluation of convergence rate in the central limit theorem for the Kalman filter

DOI10.1109/9.793734zbMath1041.93562OpenAlexW2008118542MaRDI QIDQ4506928

Levent Ozbek, Fazil Alioglu Aliev

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.793734

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (3)

An event-triggered approach to state estimation with multiple point- and set-valued measurements ⋮ The Kalman-Lévy filter ⋮ An Adaptive Extended Kalman Filter with Application to Compartment Models

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