Advanced search
Publication Cover
International Journal of Control Volume 89, 2016 - Issue 4
Submit an article Journal homepage
429
Views
6
CrossRef citations to date
0
Altmetric
Original Articles

Convergence of discrete-time Kalman filter estimate to continuous time estimate

Atte AaltoInria Université Paris-Saclay, Palaiseau, France;Department of Mathematics and Systems Analysis, Aalto University, Espoo, FinlandCorrespondence[email protected]
View further author information
Pages 668-679 | Received 16 Dec 2014, Accepted 31 Aug 2015, Published online: 04 Oct 2015

Citations (6)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Jörn Sass, Dorothee Westphal & Ralf Wunderlich. (2023) Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift. Stochastic Models 39:2, pages 323-362.
Read now

Articles from other publishers (5)

Philippe Moireau. 2023. Numerical Control: Part B. Numerical Control: Part B 297 339 .
Matthieu Aussal & Philippe Moireau. (2022) Kernel representation of Kalman observer and associated H -matrix based discretization . ESAIM: Control, Optimisation and Calculus of Variations 28, pages 78.
Crossref
Jörn Sass, Dorothee Westphal & Ralf Wunderlich. (2021) Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift. Journal of Applied Probability 58:1, pages 197-216.
Crossref
Bingqi Liu, Mingzhe Liu, Mingfu He, Yingjie Ma & Xianguo Tuo. (2019) Model-Based Pileup Events Correction via Kalman-Filter Tunnels. IEEE Transactions on Nuclear Science 66:1, pages 528-535.
Crossref
Atte Aalto. (2018) Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation. Mathematics of Control, Signals, and Systems 30:2.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.