A new generalized recursion for the fast computation of the Kalman gain to solve the covariance equations
- 24 March 2005
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 7, 1760-1763
- https://doi.org/10.1109/icassp.1982.1171405
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Fast recursive algorithms for a class of linear equationsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1982
- Near to Toeplitz structure and efficient schemes for linear modelingPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1982
- Application of Fast Kalman Estimation to Adaptive EqualizationIEEE Transactions on Communications, 1978
- The use of time-domain selection for improved linear predictionIEEE Transactions on Acoustics, Speech, and Signal Processing, 1977