Discrete Systems

Concerning the regularization of a discrete Kalman filter

A. P. Serebrovskiĭ

Moscow

Abstract: Regularized equations of discrete Kalman–Bucy filtration are considered. The non-biased nature of the regularized estimate and its asymptotic optimility are shown.

UDC: 621.372.54


Received: 28.01.1974

 English version: Automation and Remote Control, 1975, 36:3, 413–418

Bibliographic databases:

• 
•