Performance sensitivity of the Kalman filter to choice of state and observation vectors

DOI10.1016/0378-4754(81)90059-8zbMath0468.93072OpenAlexW1992546817MaRDI QIDQ1156760

Charlie C. Cooke

Publication date: 1981

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(81)90059-8

zbMATH Keywords

Kalman filterill-conditioningphased array radarobservation covariance matrix

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05)

Cites Work

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