An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution (Q3124469)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution |
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An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution (English)
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23 July 1997
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steady-state Kalman filter gain
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error covariance
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discrete-time
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large scale systems
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algorithm
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