Closed-Form Approximation for the Convergence Time of pth-Order Kalman Filters

Sergi Locubiche-Serra, Gonzalo Seco-Granados, José A. Lopez-Salcedo. Closed-Form Approximation for the Convergence Time of pth-Order Kalman Filters. IEEE Signal Process. Lett., 25(10):1505-1509, 2018. [doi]

Abstract

Abstract is missing.