Biblio
Filters: Author is Amit Apte [Clear All Filters]
Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution. SIAM Journal of Control and Optimization 55, (2017).
Degenerate Kalman filter error covariances and their convergence onto the unstable subspace. SIAM/ASA Journal on Uncertainty Quantification (JUQ) 5, (2017).