Title :
Comments on "A note on the nature of optimality in the discrete Kalman filter"
Author_Institution :
Johns Hopkins University, Baltimore, MD, USA
fDate :
10/1/1971 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1971.1099767
