Title :
On the effect of incorrect gain in Kalman filter
Author :
Friedland, Bernard
Author_Institution :
General Precision Systems, Inc., Little Falls, NJ, USA
fDate :
10/1/1967 12:00:00 AM
Keywords :
Kalman filtering; Linear systems, time-invariant continuous-time; Covariance matrix; Equations; Filtering; Gaussian processes; Kalman filters; Markov processes; Matrices; State estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1967.1098688
