Initial-condition robustness of linear least squares filtering algorithms

DOI10.1109/TAC.1974.1100608zbMATH Open0279.93044MaRDI QIDQ4767192FDOQ4767192

Authors: Hans Bent Aasnaes, T. 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)

Cited In (3)

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

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