The analytical expression for the steady-state solution to acontinuous-time Kalman filter with two state variables consideredby Ekstrand is found by directly solving the continuous-timealgebraic Ricatti equation.


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    Title :

    Comments on "Analytical Steady-State Solution for a Continuous Time Kalman Filter"


    Contributors:
    Pachter, M. (author)

    Published in:

    Publication date :

    1987-07-01


    Size :

    260018 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English