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Correlation bounds for discrete-time systems with banded dynamics - MaRDI portal

Correlation bounds for discrete-time systems with banded dynamics (Q864501)

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scientific article; zbMATH DE number 5123658
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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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