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20142021
most citedDegenerate Kalman filter error covariances and their convergence onto the unstable subspace

43 citations · 72 across the 6 of their papers we have counts for

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Showing 2015 · math.OCShow all

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math.OC2015★ 25 cited

Rank deficiency of Kalman error covariance matrices in linear time-varying system with deterministic evolution

Karthik S. Gurumoorthy, Colin Grudzien, Amit Apte +2

We prove that for linear, discrete, time-varying, deterministic system (perfect model) with noisy outputs, the Riccati transformation in the Kalman filter asymptotically bounds the…