New Results in Linear Filtering and Prediction Theory.

Kalman, R. E., & Bucy, R. S. (1961). New Results in Linear Filtering and Prediction Theory. Journal of Basic Engineering, 83(1), 95-108.

Type

Journal article

Intellectual base

Primary research

Year

1961

DOI

10.1115/1.3658902

Link

https://doi.org/10.1115/1.3658902

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Domain-specific

• Kushner–Stratonovich Equation
  • Mean and covariance follow the Kalman–Bucy and Riccati equations.

    This sourcePrimary continuous-time linear-Gaussian filtering source.

Verification

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Registry ID ref:509e8de1a586 · see in the full table