Estimation of Kalman filter gain from output residuals

DOI10.2514/3.21099zbMath0825.93898OpenAlexW2016349960MaRDI QIDQ3140576

Chung-Wen Chen, Jer-Nan Juang, Minh Q. Phan

Publication date: 13 December 1995

Published in: Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b6a0c69ec264f90446d537e72996a764226c48bb

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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