Karthik S. Gurumoorthy, Colin Grudzien, Amit Apte, Alberto Carrassi, Christopher K. R. T. Jones. Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution. SIAM J. Control and Optimization, 55(2):741-759, 2017. [doi]
Abstract is missing.