Deterministic Kalman Filtering on Semi-infinite Interval

  • Leonid Faybusovich
  • Thanasak Mouktonglang
    • Categories Control Applications Tags , Short URL: https://optimization-online.org/?p=11773

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

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    Technical report, University of Notre Dame, October, 2011

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