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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.Volume:
55
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/15M1025839
Date:
January, 2017
File:
PDF, 590 KB
english, 2017