An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution (Q3124469)
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scientific article; zbMATH DE number 991240
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| English | An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution |
scientific article; zbMATH DE number 991240 |
Statements
An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution (English)
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23 July 1997
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steady-state Kalman filter gain
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error covariance
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discrete-time
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large scale systems
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algorithm
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0.9174827
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0.9062015
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0.8883697
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0.88714975
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0.8684964
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