Discrete-time Kalman filter under incorrect noise covariances
The optimum filtering results of Kalman filtering for linear dynamic systems require an exact knowledge of the process noise covariance matrix Q, the measurement noise covariance matrix R and the initial error covariance matrix P/sub 0/. In a number of practical solutions, Q, R and P/sub 0/, are eit...
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| Format: | conferenceObject |
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1995
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| Online Access: | http://hdl.handle.net/10725/11208 http://dx.doi.org/10.1109/ACC.1995.520929 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://ieeexplore.ieee.org/abstract/document/520929 |
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