A new algorithm for the steady state Kalman filter

MaRDI QIDQ5493044zbMATH OpenFDO

Authors Nicholas Assimakis

Publication date 20 October 2006

zbMATH Keywords

Kalman filterRiccati equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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