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]
@article{GurumoorthyGACJ17,
title = {Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution},
author = {Karthik S. Gurumoorthy and Colin Grudzien and Amit Apte and Alberto Carrassi and Christopher K. R. T. Jones},
year = {2017},
doi = {10.1137/15M1025839},
url = {https://doi.org/10.1137/15M1025839},
researchr = {https://researchr.org/publication/GurumoorthyGACJ17},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {55},
number = {2},
pages = {741-759},
}