Relationship between steady state Kalman filter gain and noise variances

DOI10.1080/00207728208926419zbMath0487.93058OpenAlexW2059814252MaRDI QIDQ3948976

Masatoshi Nakamura

Publication date: 1982

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728208926419

zbMATH Keywords

noise covariance matricesexponential weighted least squaressteady state Kalman filter gain

Mathematics Subject Classification ID

Cites Work

• Optimization of stochastic systems. Topics in discrete-time systems
• Consistent Estimates of the Parameters of a Linear System
• Unnamed Item

This page was built for publication: Relationship between steady state Kalman filter gain and noise variances