SVD-Based Kalman Filter Derivative Computation

DOI10.1109/TAC.2017.2694350zbMath1390.93807arXiv1612.04777WikidataQ57604743 ScholiaQ57604743MaRDI QIDQ4566823

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Publication date: 27 June 2018

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

Full work available at URL: https://arxiv.org/abs/1612.04777

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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