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Deterministic Kalman Filtering on Semi-infinite Interval

Leonid Faybusovich(leonid.faybusovich.1***at***nd.edu)
Thanasak Mouktonglang(thanasak.m***at***cmu.ac.th)

Abstract: We relate a deterministic Kalman filter on semi-infinite interval to linear-quadratic tracking control model with unfixed initial condition

Keywords: Kalman filtering, linear-quadratic control

Category 1: Applications -- Science and Engineering (Control Applications )

Citation: Technical report, University of Notre Dame, October, 2011

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Entry Submitted: 10/28/2011
Entry Accepted: 10/28/2011
Entry Last Modified: 10/28/2011

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