Initial-condition robustness of linear least squares filtering algorithms

DOI10.1109/TAC.1974.1100608MaRDI QIDQ4767192zbMATH OpenFDO

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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