Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace (Q5269865)

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scientific article; zbMATH DE number 6736505
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Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace
scientific article; zbMATH DE number 6736505

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    Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace (English)
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    28 June 2017
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    Kalman filter
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    data assimilation
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    linear dynamics
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    Lyapunov vectors
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    control theory
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    covariance matrix
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