The geometry of low-rank Kalman filters (Q5325892)
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scientific article; zbMATH DE number 6192983
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| English | The geometry of low-rank Kalman filters |
scientific article; zbMATH DE number 6192983 |
Statements
The Geometry of Low-Rank Kalman Filters (English)
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31 July 2013
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symmetric positive definite matrices
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Kalman filter
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low-rank flow
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Riccati flow
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0.8366531729698181
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0.7461225390434265
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0.7414637207984924
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