"Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying ..."

Karthik S. Gurumoorthy et al. (2017)

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DOI: 10.1137/15M1025839

access: closed

type: Journal Article

metadata version: 2022-04-09

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Karthik S. Gurumoorthy, Colin Grudzien, Amit Apte, Alberto Carrassi, Christopher K. R. T. Jones:
Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution. SIAM J. Control. Optim. 55(2): 741-759 (2017)

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