An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter (Q1246501): Difference between revisions

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Property / cites work: Kalman filtering simulation via numerical solution of the associated matrix differential equations / rank
 
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Latest revision as of 22:22, 12 June 2024

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An exact equivalence between the discrete- and continuous-time formulations of the Kalman filter
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