This article is cited in 1 paper

Stochastic Systems

Estimation of the sensitivity of the Kalman–Bucy filter to a priori values of covariance matrices

A. I. Matasov

Research Institute of Mechanics, M. V. Lomonosov Moscow State University

UDC: 519.233.2

MSC: Primary 93E11; Secondary 93B35


Received: 25.04.1989

 English version: Automation and Remote Control, 1991, 52:1, 65–72

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