Initial-condition robustness of linear least squares filtering algorithms
- 1 August 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (4) , 393-397
- https://doi.org/10.1109/tac.1974.1100608
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
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- The 1972 Wald Lecture Robust Statistics: A ReviewThe Annals of Mathematical Statistics, 1972
- A note on bounds on solutions of the Riccati equationIEEE Transactions on Automatic Control, 1972
- Further remarks on "A note on bounds on solutions of the Riccati equation"IEEE Transactions on Automatic Control, 1972
- Stability properties of Kalman-Bucy filtersJournal of the Franklin Institute, 1971
- Properties of infinite covariance matrices and stability of optimum predictorsInformation Sciences, 1969