Convergence Properties in Kalman Filtering

DOI10.1080/02522667.1980.10698672MaRDI QIDQ3947563zbMATH OpenOpenAlexFDO

Authors Donald M. Leskiw, Kenneth S. Miller

Publication date 1980

Published in Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02522667.1980.10698672

zbMATH Keywords

convergence propertieserror covariance matrixKalman filtering

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cites work

• scientific article; zbMATH DE number 3265528 (Why is no real title available?)
• Stochastic processes and filtering theory

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