A matrix theoretic derivation of the Kalman filter

DOI10.1007/978-3-030-04161-8_44zbMath1426.62273OpenAlexW2920893015MaRDI QIDQ2001253

Johnathan M. Bardsley

Publication date: 2 July 2019

Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.462.7750

zbMATH Keywords

Kalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (1)

Numerical linear algebra in data assimilation

Cites Work

• Computational Methods for Inverse Problems

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