Asymptotic distribution theory for the kalman filter state estimator (Q3218980)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution theory for the kalman filter state estimator |
scientific article |
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Asymptotic distribution theory for the kalman filter state estimator (English)
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1984
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state space model
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non-Gaussian disturbances
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model validation
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Kalman filter state estimator
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linear discrete-time systems
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stability properties of the state transition matrix
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borderline stable-unstable systems
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asymptotic normality
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measure of deviation from normality
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0.8894807
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0.88489944
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0.8801103
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0.8794361
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0.87887335
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0.8758132
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