A superposition principle for the Kalman filter (Q2504627)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A superposition principle for the Kalman filter |
scientific article |
Statements
A superposition principle for the Kalman filter (English)
0 references
25 September 2006
0 references
Kalman filter
0 references
difference Riccati equation
0 references
Hamiltonian approach
0 references
symplectic matrix
0 references