How to check the convergence of Kalman Filter?

25 July 2023 1 9K Report

What is meant by the convergence of the Kalman Filter and to what does it converge? What is the mathematical formulation for convergence in terms of solving a Riccati equation?

Eisa Alokla

Hallo Mr. Bacha,

I would like to send you this file and I hope that you could find some of explain about your questions. this file was very benefit for me.

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