Correlation bounds for discrete-time systems with banded dynamics (Q864501)
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scientific article; zbMATH DE number 5123658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlation bounds for discrete-time systems with banded dynamics |
scientific article; zbMATH DE number 5123658 |
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Correlation bounds for discrete-time systems with banded dynamics (English)
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9 February 2007
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Kalman filtering
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banded dynamics
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high-dimensional systems
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error covariance approximation
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Lyapunov equation
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