Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter

DOI10.1109/9.16426zbMath0669.93071OpenAlexW2072608472MaRDI QIDQ3823490

Verhaegen, Michel

Publication date: 1989

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

Full work available at URL: http://hdl.handle.net/2060/19880005327

zbMATH Keywords

Kalman filter implementation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35)

Related Items

A reduced order observer for descriptor systems, Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes