A closed-form solution to the discrete-time Kalman filter and its applications
DOI10.1016/J.SYSCONLE.2010.09.007zbMATH Open1217.93166OpenAlexW2055694925MaRDI QIDQ616979FDOQ616979
Authors: Soohee Han 
Publication date: 12 January 2011
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2010.09.007
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Cites Work
- A receding horizon unbiased FIR for discrete-time state space models
- Title not available (Why is that?)
- A receding horizon Kalman FIR filter for discrete time-invariant systems
- Robust pole assignment in linear state feedback
- MACSYMA-generated closed-form solutions to some matrix Riccati equations
- Alternative solution of discrete-time Kalman filter
- On closed form solutions for the differential matrix Riccati equation problem
- Explicit solution to the singular discrete-time stationary linear filtering problem
- Explicit solutions to the singular discrete finite-time linear estimation problem
- Solution in the z-domain to the discrete-time stationary Kalman filtering problem for systems with perfect measurements
- Closed-form solutions to discrete-time LQ optimal control and disturbance attenuation
Cited In (9)
- A maximum-likelihood Kalman filter for switching discrete-time linear systems
- Solution in the z-domain to the discrete-time stationary Kalman filtering problem for systems with perfect measurements
- Title not available (Why is that?)
- Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain
- An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution
- Alternative solution of discrete-time Kalman filter
- A receding horizon Kalman FIR filter for discrete time-invariant systems
- Return-difference and spectral factorisation relationship for the discrete-time Kalman filter
- Closed-form solutions of ECV and ECA tracking filters based on a transfer-function approach
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