The Kalman-Bucy filter revisited
From MaRDI portal
Publication:476475
DOI10.3934/dcds.2014.34.4139zbMath1330.37022MaRDI QIDQ476475
Carmen Núñez, Russell A. Johnson
Publication date: 2 December 2014
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2014.34.4139
exponential dichotomy; rotation number; Kalman-Bucy filter; error covariance matrix; nonautonomous control
93C05: Linear systems in control theory
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
37B55: Topological dynamics of nonautonomous systems