Testing the covariance matrix of a renovating sequence under operating control of the Kalman filter

zbMath0931.93073MaRDI QIDQ1287612

Ch. M. Gadzhiev

Publication date: 2 March 2000

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

covariance matrixWishart matrixdetection of failurealgorithmic control of the Kalman filterinnovation sequence of the Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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