An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution

DOI10.1109/9.545748zbMath0868.93016OpenAlexW1986844939MaRDI QIDQ3124469

Robert Patton Leland

Publication date: 23 July 1997

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.545748

zbMATH Keywords

algorithmlarge scale systemsdiscrete-timeerror covariancesteady-state Kalman filter gain

Mathematics Subject Classification ID

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