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Numerical aspects of different Kalman filter implementations - MaRDI portal

Numerical aspects of different Kalman filter implementations (Q3737345)

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Numerical aspects of different Kalman filter implementations
scientific article

    Statements

    title
    Numerical aspects of different Kalman filter implementations (English)
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    author
    Verhaegen, Michel
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    Paul Van Dooren
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    publication date
    1986
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    zbMATH Keywords
    filtered estimate
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    predicted estimate
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    Kalman filtering
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    error propagation
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    roundoff
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    Identifiers

    Mathematics Subject Classification ID
    93E11
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    65G50
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    93E25
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    62M20
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    65C99
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    68Q25
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    93E10
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    zbMATH DE Number
    3970650
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