New Results in Linear Filtering and Prediction Theory
A nonlinear differential equation of the Riccati type is derived for the covariance matrix of the optimal filtering error. The solution of this “variance equation” completely sp...
A nonlinear differential equation of the Riccati type is derived for the covariance matrix of the optimal filtering error. The solution of this “variance equation” completely sp...
h-index: Number of publications with at least h citations each.