Convergence of an Estimation Method of Kalman Gain by using Cholesky Factor

DOI

Bibliographic Information

Other Title
  • Cholesky Factorを用いたKalmanゲインの推定手法の収束性について

Description

<p>Consistent estimates of Kalman gain and the covariance matrix of the innovations process are important for the evaluation of the variance of the estimates in subspace identification methods. The author proposed an estimation method by using Cholesky factor of a positive definite matrix composed of the I/O data. In this paper, some properties of the estimates of the propose method are analyzed.</p>

Journal

Keywords

Details 詳細情報について

  • CRID
    1390282680625524096
  • NII Article ID
    130005312505
  • DOI
    10.11511/jacc.59.0_455
  • Text Lang
    ja
  • Data Source
    • JaLC
    • CiNii Articles
  • Abstract License Flag
    Disallowed

Report a problem

Back to top