Predictability and unpredictability in Kalman filtering

DOI10.1109/9.76362zbMath0738.93071OpenAlexW2137035049MaRDI QIDQ3983684

T. McGregor, Anders Lindquist, Christopher I. Byrnes

Publication date: 27 June 1992

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.76362

zbMATH Keywords

Kalman filterphase portrait

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (4)

A new reduced-order adaptive filter for state estimation in high-dimensional systems ⋮ Canonical correlation analysis, approximate covariance extension, and identification of stationary time series ⋮ On the Phase Portrait of the Fast Filtering Algorithms ⋮ Experimental evidence showing that stochastic subspace identification methods may fail

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