Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution

Submitted by Laurent Bertino on 19 March, 2018 - 10:03
TitleRank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution
Publication TypeJournal Article
Year of Publication2017
AuthorsGurumoorthy, KS, Grudzien, C, Apte, A, Carrassi, A, Jones, CKRT
JournalSIAM Journal on Control and Optimization
Volume55
Issue2
Pagination741 - 759
Date PublishedJan-01-2017
ISSN0363-0129
URLhttp://epubs.siam.org/doi/10.1137/15M1025839http://epubs.siam.org/doi/pdf/10.1137/15M1025839
DOI10.1137/15M1025839
Short TitleSIAM J. Control Optim.