Asymptotic distribution theory for the kalman filter state estimator (Q3218980): Difference between revisions

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Latest revision as of 16:36, 14 June 2024

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Asymptotic distribution theory for the kalman filter state estimator
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    Asymptotic distribution theory for the kalman filter state estimator (English)
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    1984
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    state space model
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    non-Gaussian disturbances
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    model validation
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    Kalman filter state estimator
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    linear discrete-time systems
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    stability properties of the state transition matrix
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    borderline stable-unstable systems
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    asymptotic normality
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    measure of deviation from normality
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