Open AccessConvergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation
Author(s) -
Atte Aalto
Publication year - 2018
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
DOI - 10.1007/s0049
Subject(s) - kalman filter , convergence (economics) , discrete time and continuous time , moving horizon estimation , extended kalman filter , fast kalman filter , ensemble kalman filter , control theory (sociology) , computer science , mathematics , invariant extended kalman filter , statistics , artificial intelligence , control (management) , economics , economic growth
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