An Integral Characterization of Optimal Error Covariance by Kalman Filtering

Song Fang, Hideaki Ishii, Jie Chen. An Integral Characterization of Optimal Error Covariance by Kalman Filtering. In 2018 Annual American Control Conference, ACC 2018, Milwaukee, WI, USA, June 27-29, 2018. pages 5031-5036, IEEE, 2018. [doi]

@inproceedings{FangIC18,
  title = {An Integral Characterization of Optimal Error Covariance by Kalman Filtering},
  author = {Song Fang and Hideaki Ishii and Jie Chen},
  year = {2018},
  doi = {10.23919/ACC.2018.8430782},
  url = {https://doi.org/10.23919/ACC.2018.8430782},
  researchr = {https://researchr.org/publication/FangIC18},
  cites = {0},
  citedby = {0},
  pages = {5031-5036},
  booktitle = {2018 Annual American Control Conference, ACC 2018, Milwaukee, WI, USA, June 27-29, 2018},
  publisher = {IEEE},
  isbn = {978-1-5386-5428-6},
}