Decomposition method for solving kalman filter gains in singularly perturbed systems (Q4694152)
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scientific article; zbMATH DE number 218410
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| English | Decomposition method for solving kalman filter gains in singularly perturbed systems |
scientific article; zbMATH DE number 218410 |
Statements
Decomposition method for solving kalman filter gains in singularly perturbed systems (English)
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17 August 1993
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Kalman filter
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singularly perturbed systems
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Chang transformation
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numerical example
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0.8779842853546143
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0.8329338431358337
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0.7945888638496399
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0.7826566696166992
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