Error analysis on the initial state reconstruction problem
In this paper, we propose a method to estimate the initial state of a linear dynamical system from noisy observation based on Kalman Filters and Optimal Smoothing techniques. The method allows the user to have estimations in real-time, that is, to have a new estimation for each new observation. More...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Birkhauser
2023
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| Subjects: | |
| Online Access: | View Fulltext in Publisher View in Scopus |