Deterministic Kalman filtering on semi-infinite interval

We relate a deterministic Kalman filter on semi-infinite interval to linear-quadratic tracking control model with unfixed initial condition. Copyright © 2012 L. Faybusovich and T. Mouktonglang.

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Bibliographic Details
Main Authors: L. Faybusovich, T. Mouktonglang
Format: Journal
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84864911140&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/51792
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Institution: Chiang Mai University