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Can I read A superposition principle for the Kalman filter on EtoBox?
A superposition principle for the Kalman filter by Eugenio Cinquemani is a Engineering article available to read on EtoBox.
What is A superposition principle for the Kalman filter about?
In this paper, decomposition formulas for the discrete-time Kalman filter are presented. Both the state estimate and the error covariance matrix are expressed as the sum of two terms, the first being the estimate corresponding to zero initial conditions, and the second being an explicit function of the initial values x0 and P 0 . The representation is updated in time by well-behaved finite complexity matrix recursions, and allows for a direct evaluation of the estimates for variable initial conditions. Applications to stochastic hybrid filtering are discussed.
Who reads A superposition principle for the Kalman filter?
It is typically read by researchers, students, and practitioners in Engineering.
- Author
- Eugenio Cinquemani
- Publisher
- Elsevier Science; Elsevier ; Elsevier BV (ISSN 0167-6911)
- Published
- 2006
- Language
- GL
- Field
- Engineering (Physical Sciences)