Multiscale systems, Kalman filters, and Riccati equations (Q4306695)
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scientific article; zbMATH DE number 641453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale systems, Kalman filters, and Riccati equations |
scientific article; zbMATH DE number 641453 |
Statements
Multiscale systems, Kalman filters, and Riccati equations (English)
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1 November 1994
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multiscale systems
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dyadic tree
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coarse-to-fine smoothing
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scale- recursive Riccati equation
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stability
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steady-state behavior
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fine-to- coarse Kalman filter
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