Boundedness of the Kalman Filter Revisited
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DOI: 10.1016/j.ifacol.2021.08.381
Abstract: Abstract The boundedness of the Kalman filter, as the first cornerstone of its stability analysis, has been proved in the classical literature through upper bounds of non-recursive filters in the sense of the trace of… read more here.
Keywords: filter; kalman filter; boundedness kalman; error covariance ... See more keywords