This chapter briefly describes some numerical techniques for the efficient implementation of the linear estimation techniques presented in earlier chapters. The techniques discussed are for discrete‐time linear systems as specified. The covariance propagation equations are also discussed, and their propensity for causing loss of symmetry and/or loss of positive definiteness is examined. A problem solving section appears at the end of the chapter.
Computational Aspects of Estimation
2002-01-04
18 pages
Article/Chapter (Book)
Electronic Resource
English
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