Correlation bounds for discrete-time systems with banded dynamics (Q864501)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Correlation bounds for discrete-time systems with banded dynamics
scientific article

    Statements

    Correlation bounds for discrete-time systems with banded dynamics (English)
    0 references
    9 February 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    Kalman filtering
    0 references
    banded dynamics
    0 references
    high-dimensional systems
    0 references
    error covariance approximation
    0 references
    Lyapunov equation
    0 references
    0 references