Application of the transmission line method to the solution of the continuous Kalman filter equations of general order.

DOI10.1016/0378-4754(95)00109-3MaRDI QIDQ816799zbMATH OpenOpenAlexFDO

Authors M. S. Woolfson, S. Y. Ron Hui

Publication date 24 February 2006

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-4754(95)00109-3

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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