Multiscale systems, Kalman filters, and Riccati equations (Q4306695): Difference between revisions

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scientific article; zbMATH DE number 641453
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Multiscale systems, Kalman filters, and Riccati equations
scientific article; zbMATH DE number 641453

    Statements

    Multiscale systems, Kalman filters, and Riccati equations (English)
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    1 November 1994
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    multiscale systems
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    dyadic tree
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    coarse-to-fine smoothing
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    scale- recursive Riccati equation
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    stability
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    steady-state behavior
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    fine-to- coarse Kalman filter
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