The Kalman-Bucy filter revisited

DOI10.3934/DCDS.2014.34.4139zbMATH Open1330.37022OpenAlexW2317857629MaRDI QIDQ476475FDOQ476475

Authors: Carmen Núñez, Russell 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

Recommendations

• On the stability of the Kalman–Bucy filter with stationary time varying parameters
• scientific article; zbMATH DE number 19540
• On the stability of Kalman-Bucy diffusion processes
• The Kalman-Bucy Filter as a True Time-Varying Wiener Filter
• Kalman Filtering with Random Coefficients and Contractions

zbMATH Keywords

exponential dichotomyKalman-Bucy filterrotation numbererror covariance matrixnonautonomous control

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Topological dynamics of nonautonomous systems (37B55) Linear systems in control theory (93C05)

Cites Work

• A spectral theory for linear differential systems
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A generalized integral manifold theorem
• Existence of dichotomies and invariant splittings for linear differential systems. III
• Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems
• Kalman Filtering with Random Coefficients and Contractions
• On null controllability of linear systems with recurrent coefficients and constrained controls
• Ergodic properties and rotation number for linear Hamiltonian systems
• Rotation number for non-autonomous linear Hamiltonian systems. I: Basic properties
• Title not available (Why is that?)
• Exponential dichotomy and rotation number for linear Hamiltonian systems
• m-functions and Floquet exponents for linear differential systems
• Rotation number for non-autonomous linear Hamiltonian systems. II: The Floquet coefficient
• An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
• Deterministic Kalman filtering in a behavioral framework
• Stabilization and random linear regulator problem for random linear control processes
• Measure theoretic entropy of the system of hard spheres
• Title not available (Why is that?)
• The Kalman-Bucy Filter as a True Time-Varying Wiener Filter

Cited In (19)

• Kalman Filtering with Random Coefficients and Contractions
• Dual Kalman–Bucy Filters and Interactive Entropy Production
• Comments on ‘Frequency domain properties of Kalman filters’
• The cubature Kalman filter revisited
• Title not available (Why is that?)
• A note on fractional Kalman-Bucy filtering
• Further investigation into restricted Kalman filtering
• The Kalman-Bucy filter for integrable Lévy processes with infinite second moment
• Linear Kalman-Bucy filter with vector autoregressive signal and noise
• Perturbations and projections of Kalman-Bucy semigroups
• Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter
• Linear Kalman-Bucy filter with autoregressive signal and noise
• The Kalman-Bucy Filter as a True Time-Varying Wiener Filter
• On the stability of the Kalman–Bucy filter with stationary time varying parameters
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• Rank deficiency of Kalman error covariance matrices in linear time-varying system with deterministic evolution
• A robust Kalman-Bucy filtering problem
• The Kalman-Bucy filter in the guaranteed estimation problem
• Parameter estimation for kalman-bucy filter with small noise

This page was built for publication: The Kalman-Bucy filter revisited

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q476475)