Performance and stochastic stability of the adaptive fading extended Kalman filter with the matrix forgetting factor
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Publication:2374323
DOI10.1515/math-2016-0083zbMath1391.93226OpenAlexW2555567800MaRDI QIDQ2374323
Hasan Erbay, Cenker Biçer, Levent Ozbek
Publication date: 15 December 2016
Published in: Open Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/math-2016-0083
Filtering in stochastic control theory (93E11) Stochastic matrices (15B51) Random dynamical systems (37H99)
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