Analysis of discrete-time Kalman filtering under incorrect noise covariances
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Publication:3360102
DOI10.1109/9.61006zbMath0732.93073OpenAlexW2138953630MaRDI QIDQ3360102
Suwanchai Sangsuk-Iam, Thomas E. Bullock
Publication date: 1990
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.61006
Filtering in stochastic control theory (93E11) Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
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