Geometry of Kalman filters

zbMATH Open1139.93035MaRDI QIDQ2482940FDOQ2482940

Authors: Maciej P. Wojtkowski 

Publication date: 29 April 2008

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

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zbMATH Keywords

Kalman filtergeometric explanationsecotr metricsymplectic sectors

Mathematics Subject Classification ID

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

Cited In (5)

• Geometry of the Kimura-Georgiou parametrization of modelling filters
• The geometry of low-rank Kalman filters
• 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
• Title not available (Why is that?)

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