Kalman filter construction problem for continuous systems
| Authors: Ivanov V.A., Alexandrov I.V. | Published: 25.01.2015 |
| Published in issue: #1(38)/2000 | |
| DOI: | |
| Category: Control Systems | |
| Keywords: | |
The problem of Kalman filter construction for continuous manydimensional linear automatic systems is considered for the case when the output equation contains the input action. The Kalman filter equation as well as the relations are derived to determine the multiplication factor and dispersion matrices of the estimation errors.
