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

DOI10.1109/TSP.2015.2468674zbMATH Open1394.94033MaRDI QIDQ4580897FDOQ4580897

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
• Large-scale Kalman filtering using the limited memory BFGS method
• Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics

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