On the effect of incorrect gain in Kalman filter

• 1 October 1967
• journal article
• Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
• Vol. 12  (5) , 610
• https://doi.org/10.1109/tac.1967.1098688

Abstract

Keywords

• COVARIANCE MATRIX
• EQUATIONS
• KALMAN FILTERS
• GAUSSIAN PROCESSES
• STATE ESTIMATION
• MARKOV PROCESSES
• FILTERING
• MATRICES