Simultaneous Input and State Estimation for Linear Time-Varying Continuous-Time Stochastic Systems

DOI10.1109/TAC.2016.2601688zbMath1366.93663arXiv1608.04135OpenAlexW2508447472MaRDI QIDQ5280437

Minghui Zhu, Emilio Frazzoli, Sze Zheng Yong

Publication date: 27 July 2017

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

Full work available at URL: https://arxiv.org/abs/1608.04135

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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