Iterative and algebraic algorithms for the computation of the steady state Kalman filter gain

DOI10.1155/2014/417623zbMath1298.93325OpenAlexW2008903598WikidataQ59048147 ScholiaQ59048147MaRDI QIDQ469922

Maria Adam, Nicholas Assimakis

Publication date: 11 November 2014

Published in: ISRN Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/417623

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items

New upper and lower bounds, the iteration algorithm for the solution of the discrete algebraic Riccati equation ⋮ Kalman filter Riccati equation for the prediction, estimation, and smoothing error covariance matrices ⋮ Inversion free algorithms for computing the principal square root of a matrix

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