Steady‐state Kalman filtering with nonstationary noise
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Cites work
- Bounded Power Signal Spaces for Robust Control and Modeling
- Computational methods for parametric LQ problems--A survey
- Constrained linear quadratic Gaussian control with process applications
- scientific article; zbMATH DE number 193289 (Why is no real title available?)
- scientific article; zbMATH DE number 3502257 (Why is no real title available?)
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- Lethargy results in LTI system modelling
- Linear quadratic control revisited
Cited in
(7)- Correcting noisy dynamic mode decomposition with Kalman filters
- Optimal designs for steady-state Kalman filters
- Optimal filtering of discrete-time linear stationary processes under high signal-to-noise ratio conditions
- Separate bias Kalman estimator with bias state noise
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- State estimation under non-Gaussian Lévy noise: A modified Kalman filtering method
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