Kalman Filter Riccati Equation for the Prediction, Estimation, and Smoothing Error Covariance Matrices.

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Bibliographic Details
Title: Kalman Filter Riccati Equation for the Prediction, Estimation, and Smoothing Error Covariance Matrices.
Authors: Assimakis, Nicholas1, Adam, Maria2 madam@dib.uth.gr
Source: ISRN Computational Mathematics. 2013, p1-7. 7p.
Database: Academic Search Ultimate
Description
ISSN:20907842
DOI:10.1155/2013/249594