Quantitative verification of numerical stability for Kalman filters

DOI10.1007/978-3-030-30942-8_26zbMATH Open1539.6816MaRDI QIDQ6535964FDOQ6535964

Alexandros Evangelidis, David Parker

Publication date: 14 March 2024

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Specification and verification (program logics, model checking, etc.) (68Q60)

Cites Work

• Automating the implementation of Kalman filter algorithms
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• Factorization methods for discrete sequential estimation
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• Stochastic models, estimation, and control. Vol. 2,3
• A logic for reasoning about time and reliability
• Computer Aided Verification

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