Kalman filtering with real-time applications

zbMath0636.93070MaRDI QIDQ1098815

Charles K. Chui, Guan-Rong Chen

Publication date: 1987

Published in: Springer Series in Information Sciences (Search for Journal in Brave)

zbMATH Keywords

extended Kalman filterRiccati equationcolored noisesdiscrete Kalman-filteringorder redutionorthogonal projection methods

Mathematics Subject Classification ID

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