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On the Evaluation of the Exact Output of a Switched Continuous-Time Filter and Applications

โœ Scribed by Arnaud, A. ;Miguez, M.R.

Book ID
120246179
Publisher
Institute of Electrical and Electronics Engineers
Year
2008
Tongue
English
Weight
459 KB
Volume
55
Category
Article
ISSN
1549-8328

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๐Ÿ“œ SIMILAR VOLUMES

An exact equivalence between the discret
An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter
โœ M.W.A. Smith; A.P. Roberts ๐Ÿ“‚ Article ๐Ÿ“… 1978 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 636 KB

It is shown that if the definition of the covariance of a white noise sequence in discrete-time is derived from the accepted mathematical description for the covariance of a white noise process in continuous-time, compatibility between the discreteand continuous-time versions of the Kalman filter is