Numerical aspects of different Kalman filter implementations
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Publication:3737345
DOI10.1109/TAC.1986.1104128zbMath0601.93053MaRDI QIDQ3737345
Paul Van Dooren, Verhaegen, Michel
Publication date: 1986
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Analysis of algorithms and problem complexity (68Q25) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Roundoff error (65G50) Probabilistic methods, stochastic differential equations (65C99)
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