Stabilizing the fast Kalman algorithms

DOI10.1109/29.31289MaRDI QIDQ3469028zbMATH OpenOpenAlexFDO

Authors Jean-Luc Botto, George V. Moustakides

Publication date 1989

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/fb085b8ebf28cda0fa9139e5979d3e9ba1c87505

zbMATH Keywords

Fast Kalman algorithmsrecursive least-squares estimationroundoff errors

Mathematics Subject Classification ID

Roundoff error (65G50) Numerical optimization and variational techniques (65K10) Filtering in stochastic control theory (93E11)

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