The relationship of alternate state-space representations in linear fiitering problems

作者： M. Athans

关键词:

摘要: Proof of relationship between state estimates and error covariance matrices in state-space representations linear filtering

参考文章(1)

R. E. Kalman, R. S. Bucy, New Results in Linear Filtering and Prediction Theory Journal of Basic Engineering. ,vol. 83, pp. 95- 108 ,(1961) , 10.1115/1.3658902