Exponential Convergence Rate and Oscillatory Modes of the Asymptotic Kalman Filter Covariance
The Kalman filter is an iterative state estimation algorithm employed extensively, including in electricity generation, aerospace, robotics, etc. Inputting noisy measurements on a dynamical system, it outputs a state estimate and associated covariance. This work focuses on the time evolution of the...
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2024-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10770214/ |
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