NASA NTRS · 19700000412
Method of statistical filtering
Abstract
Minimal formula for bounding the cross correlation between a random forcing function and the state error when this correlation is unknown is used in optimal linear filter theory applications. Use of the bound results in overestimation of the estimation-error covariance.
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Battin, R. H., Deckert, J. C., Fraser, D. C., Potter, J. E.. 1970-09-01. Method of statistical filtering. https://ntrs.nasa.gov/citations/19700000412
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