| dc.creator | Assimakis, N. D. | en |
| dc.date.accessioned | 2015-11-23T10:23:10Z | |
| dc.date.available | 2015-11-23T10:23:10Z | |
| dc.date.issued | 2006 | |
| dc.identifier.issn | 10615369 | |
| dc.identifier.uri | http://hdl.handle.net/11615/25971 | |
| dc.description.abstract | A new approach for the Steady State Kalman Filter is presented. The proposed algorithm requires the off-line solution of the corresponding Riccati equation in order to take advantage of this a-priori knowledge (before the filter's implementation) using the steady state gain from the beginning. © Dynamic Publishers, Inc. | en |
| dc.source | Neural, Parallel and Scientific Computations | en |
| dc.source.uri | http://www.scopus.com/inward/record.url?eid=2-s2.0-33748435030&partnerID=40&md5=5a07c8b786efe23967e7ae5349cf152d | |
| dc.subject | Kalman Filter | en |
| dc.subject | Riccati equation | en |
| dc.title | A new algorithm for the Steady State Kalman Filter | en |
| dc.type | journalArticle | en |
