Rank Deficiency of Kalman Error Covariance Matrices in...

SIAM Journal on Control and Optimization 2017 / 01 Vol. 55; Iss. 2

Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution

Gurumoorthy, Karthik S., Grudzien, Colin, Apte, Amit, Carrassi, Alberto, Jones, Christopher K. R. T.
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Volume:
55
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/15M1025839
Date:
January, 2017
File:
PDF, 590 KB
english, 2017
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