Geometry of Kalman filters

MaRDI QIDQ2482940zbMATH OpenFDO

Authors Maciej P. Wojtkowski

Publication date 29 April 2008

Published in Journal of Geometry and Symmetry in Physics (Search for Journal in Brave)

zbMATH Keywords

Kalman filtergeometric explanationsecotr metricsymplectic sectors

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Geometric methods (93B27)

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Cited in

(5)

• Rank deficiency of Kalman error covariance matrices in linear time-varying system with deterministic evolution
• Degenerate Kalman filter error covariances and their convergence onto the unstable subspace
• scientific article; zbMATH DE number 3968477 (Why is no real title available?)
• The geometry of low-rank Kalman filters
• Geometry of the Kimura-Georgiou parametrization of modelling filters

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