Initial-condition robustness of linear least squares filtering algorithms

DOI10.1109/TAC.1974.1100608zbMath0279.93044MaRDI QIDQ4767192

Hans Bent Aasnaes, Thomas Kailath

Publication date: 1974

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

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Analysis of continuous-time Kalman filtering under incorrect noise covariances ⋮ Performance index sensitivity of the constrained minimum variance input- output estimator ⋮ On linear least-squares estimators for continuous-time stochastic systems

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