DocumentCode
806525
Title
Comments on "A note on the nature of optimality in the discrete Kalman filter"
Author
Vandelinde, V.
Author_Institution
Johns Hopkins University, Baltimore, MD, USA
Volume
16
Issue
5
fYear
1971
fDate
10/1/1971 12:00:00 AM
Firstpage
515
Lastpage
515
Abstract
The optimality property for the discrete Kalman filter derived in a recent correspondence is shown to follow from a more fundamental property.
Keywords
Art; Boundary value problems; Control systems; Covariance matrix; Integral equations; Kalman filters; Optimal control; Process control; System testing; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1971.1099767
Filename
1099767
Link To Document