Diffuse Kalman filtering with linear constraints on the state parameters
收藏DataCite Commons2023-10-23 更新2024-07-29 收录
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https://tandf.figshare.com/articles/dataset/Diffuse_Kalman_filtering_with_linear_constraints_on_the_state_parameters/20047756
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资源简介：
We give a general proof, based on Piet de Jong’s diffuse Kalman filter, that imposing linear constraints on state smoothing is still feasible under diffuse initialization. We also offer simple derivations of existing identities related to the diffuse Kalman filter and smoother.
提供机构：
Taylor & Francis
创建时间：
2022-06-10
