Asymptotic distribution theory for the kalman filter state estimator (Q3218980)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3885172
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic distribution theory for the kalman filter state estimator |
scientific article; zbMATH DE number 3885172 |
Statements
Asymptotic distribution theory for the kalman filter state estimator (English)
0 references
1984
0 references
state space model
0 references
non-Gaussian disturbances
0 references
model validation
0 references
Kalman filter state estimator
0 references
linear discrete-time systems
0 references
stability properties of the state transition matrix
0 references
borderline stable-unstable systems
0 references
asymptotic normality
0 references
measure of deviation from normality
0 references
0.8894807
0 references
0.88489944
0 references
0.8801103
0 references
0.87989414
0 references
0.8794361
0 references
0.87887335
0 references
0.8758132
0 references
