Divergence of the stationary Kalman filter for correct and for incorrect noise variances (Q4013386)
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 64195
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
27 September 1992
0 references
Kalman filter
0 references
matrix Riccati differential equation
0 references
0.8261189460754395
0 references
0.8150138258934021
0 references
0.8009949922561646
0 references
0.7834959626197815
0 references
