The following pages link to (Q4677310):
Displaying 4 items.
- Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain (Q469922) (← links)
- Kalman filter Riccati equation for the prediction, estimation, and smoothing error covariance matrices (Q2256892) (← links)
- A survey of recursive algorithms for the solution of the discrete time Riccati Equation (Q4374196) (← links)
- Fast iterative solutions of Riccati and Lyapunov equations (Q6049679) (← links)