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]

@article{Locubiche-Serra18a,
  title = {Closed-Form Approximation for the Convergence Time of pth-Order Kalman Filters},
  author = {Sergi Locubiche-Serra and Gonzalo Seco-Granados and José A. Lopez-Salcedo},
  year = {2018},
  doi = {10.1109/LSP.2018.2861210},
  url = {https://doi.org/10.1109/LSP.2018.2861210},
  researchr = {https://researchr.org/publication/Locubiche-Serra18a},
  cites = {0},
  citedby = {0},
  journal = {IEEE Signal Process. Lett.},
  volume = {25},
  number = {10},
  pages = {1505-1509},
}