Biblio

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Filters: Author is Gurumoorthy, Karthik S.  [Clear All Filters]
2017
M. Bocquet, Gurumoorthy, K. S., Apte, A., Carrassi, A., Grudzien, C., and Jones, C. K. R. T., “Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace”, SIAM/ASA Journal on Uncertainty Quantification, vol. 5, no. 1, pp. 304 - 333, 2017.
K. S. Gurumoorthy, Grudzien, C., Apte, A., Carrassi, A., and Jones, C. K. R. T., “Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution”, SIAM Journal on Control and Optimization, vol. 55, no. 2, pp. 741 - 759, 2017.