Divergence of the stationary Kalman filter for correct and for incorrect noise variances (Q4013386)
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scientific article; zbMATH DE number 64195
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| English | Divergence of the stationary Kalman filter for correct and for incorrect noise variances |
scientific article; zbMATH DE number 64195 |
Statements
Divergence of the stationary Kalman filter for correct and for incorrect noise variances (English)
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27 September 1992
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Kalman filter
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matrix Riccati differential equation
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0.8261189460754395
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0.8150138258934021
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0.8009949922561646
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0.7834959626197815
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