Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter (Q1287612)

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scientific article; zbMATH DE number 1290667
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    Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter
    scientific article; zbMATH DE number 1290667

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      Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter (English)
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      2 March 2000
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      covariance matrix
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      innovation sequence of the Kalman filter
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      Wishart matrix
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      algorithmic control of the Kalman filter
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      detection of failure
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