Divergence of the stationary Kalman filter for correct and for incorrect noise variances (Q4013386)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Divergence of the stationary Kalman filter for correct and for incorrect noise variances |
scientific article |
Statements
Divergence of the stationary Kalman filter for correct and for incorrect noise variances (English)
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27 September 1992
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Kalman filter
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matrix Riccati differential equation
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