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: Faybusovich L., Mouktonglang T.
Format: Article
Language:English
Published: 2014
Online Access:http://www.scopus.com/inward/record.url?eid=2-s2.0-84864911140&partnerID=40&md5=3029ac779854c517e4522e65551715a6
http://cmuir.cmu.ac.th/handle/6653943832/6731
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Institution: Chiang Mai University
Language: English
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