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Geometry of Kalman filters - MaRDI portal

Geometry of Kalman filters

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Publication:2482940

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zbMath1139.93035MaRDI QIDQ2482940

Maciej P. Wojtkowski

Publication date: 29 April 2008

Published in: Journal of Geometry and Symmetry in Physics (Search for Journal in Brave)

zbMATH Keywords

Kalman filter geometric explanation secotr metric symplectic sectors

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Geometric methods (93B27)

Related Items (2)

Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution ⋮ Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace

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