75 citations · 100 across the 11 of their papers we have counts for
Showing 2014 · math.OCShow all
2 papers · 2 filters
math.OC2014★ 8 cited
Convergence of discrete time Kalman filter estimate to continuous time estimate
Atte Aalto
This article is concerned with the convergence of the state estimate obtained from the discrete time Kalman filter to the continuous time estimate as the temporal discretization is…
math.OC2014★ 1 cited
Spatial discretization error in Kalman filtering for discrete-time infinite dimensional systems
Atte Aalto
We derive a reduced-order state estimator for discrete-time infinite dimensional linear systems with finite dimensional Gaussian input and output noise. This state estimator is the…