The steady-state components of the covariance matrix of estimation errors after processing an observation have been analytically determined ined for a tree-dimensional Kalman tracking filter.


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    Title :

    Steady-State Covariance Matrix Determination for a Three-Dimensional Kalman Tracking Filter


    Contributors:

    Published in:

    Publication date :

    1979-11-01


    Size :

    333160 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English