Relationship between steady state Kalman filter gain and noise variances (Q3948976)
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scientific article; zbMATH DE number 3767558
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| English | Relationship between steady state Kalman filter gain and noise variances |
scientific article; zbMATH DE number 3767558 |
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Relationship between steady state Kalman filter gain and noise variances (English)
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1982
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noise covariance matrices
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exponential weighted least squares
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steady state Kalman filter gain
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