Exponential data weighting in the Kalman-Bucy filter
- 31 December 1973
- journal article
- Published by Elsevier in Information Sciences
- Vol. 5, 217-230
- https://doi.org/10.1016/0020-0255(73)90015-7
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Recursive fading memory filteringInformation Sciences, 1971
- Stability properties of Kalman-Bucy filtersJournal of the Franklin Institute, 1971
- Error bounds of continuous Kalman filters and the application to orbit determination problemsIEEE Transactions on Automatic Control, 1967
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960