Discrete-time estimation in continuous-t
✍
Per Hedelin
📂
Article
📅
1978
🏛
Elsevier Science
🌐
English
⚖ 720 KB
An investigation of sampled estimators as an alternative to continuous-time Kalman filters and smoothers reveals the importance of a pre-sampler filter, the optimal sample rate for smoothers, the small number of lags required to approach ideal i~nite-lag smoothing, and the much lower sample rate acc