scientific article; zbMATH DE number 3873206

MaRDI QIDQ3340746zbMATH OpenFDO

Authors Michel Verhaegen, Paul van Dooren

Publication date 1984

zbMATH Keywords

Kalman filterpropagation of computational errorsrecursive algorithmssquare root filters

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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