SEQUENTIAL DECOMPOSITION OF THE PARTIALLY SINGULAR DISCRETE TIME FILTERING PROBLEM.

Keyphrases

• Filtering Problems 100%
• Discrete-time 100%
• Sequential Decomposition 100%
• Noise Measurement 50%
• Decomposition Method 50%
• Noise Free 50%
• Minimum Error 50%
• Error Covariance Matrix 50%
• Algebraic Matrix 50%
• Matrix Riccati Equation 50%

Mathematics

• Filtering Problem 100%
• Discrete Time 100%
• Matrix (Mathematics) 50%
• Explicit Expression 50%
• Covariance Matrix 50%
• Decomposition Method 50%
• Error Covariance 50%
• Riccati Equation 50%

Engineering

• Discrete Time 100%
• Measurement Noise 50%
• Explicit Expression 50%
• System Output 50%
• Error Covariance Matrix 50%
• Matrix Riccati Equation 50%