Relationship between steady state Kalman filter gain and noise variances
- 1 October 1982
- journal article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 13 (10) , 1153-1163
- https://doi.org/10.1080/00207728208926419
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- On the identification of variances and adaptive Kalman filteringIEEE Transactions on Automatic Control, 1970
- Consistent Estimates of the Parameters of a Linear SystemThe Annals of Mathematical Statistics, 1969