Determining the upper bound of the spectral norm of a random matrix and its application to diagnosis of the Kalman filter

DOI10.1023/B:CASA.0000034446.24306.9CzbMath1074.15024MaRDI QIDQ1780234

Ch. M. Gadzhiev

Publication date: 7 June 2005

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

Kalman filterrandom matrixspectral normdynamic diagnosis

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Inequalities involving eigenvalues and eigenvectors (15A42) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Random matrices (algebraic aspects) (15B52)

This page was built for publication: Determining the upper bound of the spectral norm of a random matrix and its application to diagnosis of the Kalman filter