Krylov space approximate Kalman filtering
نویسندگان
چکیده
منابع مشابه
Krylov space approximate Kalman filtering
The Kalman filter is a technique for estimating a time-varying state given a dynamical model for, and indirect measurements of, the state. It is used, for example, on the control problems associated with a variety of navigation systems. Even in the case of nonlinear state and/or measurement models, standard implementations require only linear algebra. However, for sufficiently large-scale probl...
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ژورنال
عنوان ژورنال: Numerical Linear Algebra with Applications
سال: 2011
ISSN: 1070-5325
DOI: 10.1002/nla.805