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Analysis of discrete-time Kalman filtering under incorrect noise covariances - MaRDI portal

Analysis of discrete-time Kalman filtering under incorrect noise covariances (Q3360102)

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English
Analysis of discrete-time Kalman filtering under incorrect noise covariances
scientific article

    Statements

    title
    Analysis of discrete-time Kalman filtering under incorrect noise covariances (English)
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    DOI
    10.1109/9.61006
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    author
    Suwanchai Sangsuk-Iam
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    Thomas E. Bullock
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    publication date
    1990
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    Mathematics Subject Classification ID
    93E10
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    93E11
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    93C55
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    60J05
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    zbMATH DE Number
    4211943
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    zbMATH Keywords
    Gaussian process
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    discrete stochastic dynamical system
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    Kalman filter
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    OpenAlex ID
    W2138953630
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