An LMI approach to periodic discrete-time unbiased filtering
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Publication:5940728
DOI10.1016/S0167-6911(00)00075-XzbMath0985.93057OpenAlexW2047639100MaRDI QIDQ5940728
Bittanti, Sergio, Francesco Alessandro Cuzzola
Publication date: 20 August 2001
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(00)00075-x
linear matrix inequalitiesdiscrete-time systemsfilterfixed-lag smootherlinear periodic systemsunbiasedness condition
Filtering in stochastic control theory (93E11) Linear inequalities of matrices (15A39) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14)
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