Diffuse Kalman filtering with linear constraints on the state parameters
收藏Figshare2022-06-10 更新2026-04-28 收录
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https://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.
创建时间：
2022-06-10
