Recursive fading memory filtering

DOI10.1016/S0020-0255(71)80001-4MaRDI QIDQ2548940zbMATH OpenOpenAlexFDO

Authors Harold W. Sorenson, J. E. Sacks

Publication date 1971

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0020-0255(71)80001-4

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites work

• Adaptive filtering
• scientific article; zbMATH DE number 3267825 (Why is no real title available?)
• scientific article; zbMATH DE number 3285568 (Why is no real title available?)
• scientific article; zbMATH DE number 3347994 (Why is no real title available?)
• On optimal stochastic midcourse guidance

Cited in

(14)

• On the development of practical nonlinear filters
• Adaptive fading Kalman filter with an application
• Multiple adaptive fading Schmidt-Kalman filter for unknown bias
• LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach
• Suboptimal estimation of systems with large parameter uncertainties
• Recursive fading memory smoothing
• Exponential data weighting in the Kalman-Bucy filter
• Robust stability analysis of Kalman-Bucy filter under parametric and noise uncertainties
• On covariance propagation using matrix continued fractions
• Autoregressive and adaptive estimation with an application to hurricane track prediction
• Kalman filtering of systems with parameter uncertainties—a survey
• On a sub-optimal control scheme of linear stochastic systems with inaccurate models†
• A continuous-discrete finite memory observer design for a class of nonlinear systems: application to fault diagnosis
• Scaled unscented transform Gaussian sum filter: theory and application

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