Golden section, Fibonacci sequence and the time invariant Kalman and Lainiotis filters
DOI10.1016/J.AMC.2014.11.022zbMATH Open1328.93259OpenAlexW2090433502MaRDI QIDQ902785FDOQ902785
Authors: Nicholas Assimakis, A. Farina, Maria Adam
Publication date: 4 January 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.11.022
Recommendations
Kalman filterpositive definite matricesFibonacci sequenceRiccati equationGolden sectionlainiotis filter
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Generation, random and stochastic difference and differential equations (37H10)
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