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]

Authors

Sergi Locubiche-Serra

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Gonzalo Seco-Granados

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José A. Lopez-Salcedo

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