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.
Steady-State Covariance Matrix Determination for a Three-Dimensional Kalman Tracking Filter
IEEE Transactions on Aerospace and Electronic Systems ; AES-15 , 6 ; 887-889
1979-11-01
333160 byte
Article (Journal)
Electronic Resource
English