Constrained Kalman filtering: additional results

DOI10.1111/J.1751-5823.2010.00098.XMaRDI QIDQ6574881FDOQ6574881

Authors: Adrian Pizzinga 

Publication date: 19 July 2024

Published in: International Statistical Review (Search for Journal in Brave)

zbMATH Keywords

state space modelslinear constraintsconstrained Kalman filtering

Mathematics Subject Classification ID

Statistics (62-XX) Inference from stochastic processes (62Mxx) Stochastic systems and control (93Exx)

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