Some quantitative characteristics of error covariance for Kalman filters
Some quantitative characteristics of error covariance are studied for linear Kalman filters. These quantitative characteristics include the peak value and location in the matrix, the decay rate from peak to bottom, and some algebraic constraints of the elements in the covariance matrix. We mathemati...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Stockholm University Press
2021-01-01
|
| Series: | Tellus: Series A, Dynamic Meteorology and Oceanography |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/16000870.2020.1852834 |