Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace - researchr publication authors

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Marc Bocquet, Karthik S. Gurumoorthy, Amit Apte, Alberto Carrassi, Colin Grudzien, Christopher K. R. T. Jones. Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace. SIAM/ASA J. Uncertain. Quantification, 5(1):304-333, 2017. [doi]

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