On the suboptimality of a parallel Kalman filter

DOI10.1109/9.394MaRDI QIDQ3775445zbMATH OpenOpenAlexFDO

Authors Ray H. Hashemi, Alan J. Laub

Publication date 1988

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

Full work available at URL https://doi.org/10.1109/9.394

zbMATH Keywords

parallelismsuboptimaldiscrete-time Kalman filtererror covariance analysis

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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