Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian State-Space Models

DOI10.1109/TSP.2015.2468674MaRDI QIDQ4580897zbMATH OpenFDO

Authors Boujemaa Ait-El-Fquih, I. Hoteit

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(3)

• Trial-and-error or avoiding a guess? Initialization of the Kalman filter
• Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics
• Large-scale Kalman filtering using the limited memory BFGS method

This page was built for publication: Fast Kalman-Like Filtering for Large-Dimensional Linear and Gaussian State-Space Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4580897)