On digital implementation of the fast kalman algorithms

DOI10.1109/TASSP.1984.1164427zbMath0576.65061OpenAlexW2089563768MaRDI QIDQ3696408

David W. Lin

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1109/tassp.1984.1164427

zbMATH Keywords

roundoff noisefast Kalman algorithmfinite-precision implementation

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) System identification (93B30)

Related Items (1)

Error propagation properties of recursive least-squares adaptation algorithms

This page was built for publication: On digital implementation of the fast kalman algorithms