• 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