Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems (Q3028841)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems |
scientific article |
Statements
Convergence of the Kalman filter gain for a class of nondetectable signal extraction problems (English)
0 references
1987
0 references
Convergence of the filter gain
0 references
undetectable modes
0 references
unstable ARMA process
0 references