Ran, Chenjian; Deng, Zili - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 2112-2128
-tuning Riccati equation converges to the solution of the steady-state Riccati equation. Based on the convergence of the self …-tuning Riccati equation, the convergence of the proposed self-tuning weighted measurement fusion Kalman estimator is proved. So it …