Abstract
The continuous-time Kalman filtering problem over a finite time interval can be made equivalent to a discrete-time filtering problem. The matrices in the latter are related to the submatrices of the transition matrix of a Hamiltonian system that corresponds to the continuous-time filtering problem.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 417-419 |
| Number of pages | 3 |
| Journal | Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME |
| Volume | 103 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 1981 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Information Systems
- Instrumentation
- Mechanical Engineering
- Computer Science Applications