Optimal filtering for continuous linear dynamic systems based on WLAV approximations

DOI10.1016/0005-1098(90)90135-5zbMath0712.93052OpenAlexW2043707623MaRDI QIDQ749501

G. S. Christensen, S. A. Soliman

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90135-5

zbMATH Keywords

Kalman filteroptimal filteringcontinuous-timeweighted least absolute value (VLAV) approximationsWLS approximations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

Cites Work

• Optimal filtering of linear discrete dynamic systems based on least absolute value approximations
• New technique for linear static state estimation based on weighted least absolute value approximations
• Stochastic models, estimation, and control. Vol. 1
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
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