Diffuse Kalman filtering with linear constraints on the state parameters
收藏Taylor & Francis Group2023-10-23 更新2026-04-16 收录
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https://tandf.figshare.com/articles/dataset/Diffuse_Kalman_filtering_with_linear_constraints_on_the_state_parameters/20047756/1
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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：
Fernandes, Marcelo; Pizzinga, Adrian
创建时间：
2022-06-10
