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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Closed-Form Approximation for the Steady-State Performance of Second-Order Kalman FiltersSergi Locubiche-Serra, Gonzalo Seco-Granados, José A. Lopez-Salcedo. spl, 25(2):268-272, 2018. [doi] Asymptotic Analysis of the Convergence Time of Autoregressive Kalman FiltersSergi Locubiche-Serra, Gonzalo Seco-Granados, José A. Lopez-Salcedo. spl, 27:820-824, 2020. [doi]
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