Calculation of discrete-time process noise statistics for hybrid continuous/discrete-time applications

DOI10.1002/(SICI)1099-1514(199604/06)17:2%3C151::AID-OCA569%3E3.0.CO;2-3zbMATH Open0852.93060OpenAlexW2022292713MaRDI QIDQ4886490FDOQ4886490

Authors: Mitchell M. Livstone, Jay Farrell 

Publication date: 9 December 1996

Full work available at URL: https://doi.org/10.1002/(sici)1099-1514(199604/06)17:2%3C151::aid-oca569%3E3.0.co;2-3

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zbMATH Keywords

Kalman filterdiscrete-time process noise statistics

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sampled-data control/observation systems (93C57) Stochastic systems in control theory (general) (93E03)

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