Stability of receding horizon Kalman filter in state estimation of linear time-varying systems

João B. R. do Val, Eduardo F. Costa. Stability of receding horizon Kalman filter in state estimation of linear time-varying systems. In 39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000. pages 3801-3806, IEEE, 2000. [doi]

Authors

João B. R. do Val

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Eduardo F. Costa

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