Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems (Q3028841)
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scientific article; zbMATH DE number 4016743
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| English | Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems |
scientific article; zbMATH DE number 4016743 |
Statements
Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems (English)
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1987
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Convergence of the filter gain
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undetectable modes
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unstable ARMA process
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0.7578461766242981
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0.7485863566398621
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0.7470815181732178
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0.7460178136825562
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