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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 2015Show all

2 papers · 1 filter

math.DS2015

The Instability of the Hocking-Stewartson Pulse and its Geometric Phase in the Hopf Bundle

Colin Grudzien

This work demonstrates an innovative numerical method for counting and locating eigenvalues with the Evans function. Utilizing the geometric phase in the Hopf bundle, the technique…

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…