Table of Contents
ISRN Computational Mathematics
Volume 2013, Article ID 249594, 7 pages
http://dx.doi.org/10.1155/2013/249594
Research Article

Kalman Filter Riccati Equation for the Prediction, Estimation, and Smoothing Error Covariance Matrices

1Department of Electronic Engineering, Technological Educational Institute of Central Greece, 35100 Lamia, Greece
2Department of Computer Science and Biomedical Informatics, University of Thessaly, 35100 Lamia, Greece

Received 2 August 2013; Accepted 2 October 2013

Academic Editors: D. S. Corti, F. W. S. Lima, and H. J. Ruskin

Copyright © 2013 Nicholas Assimakis and Maria Adam. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Nicholas Assimakis and Maria Adam, “Kalman Filter Riccati Equation for the Prediction, Estimation, and Smoothing Error Covariance Matrices,” ISRN Computational Mathematics, vol. 2013, Article ID 249594, 7 pages, 2013. https://doi.org/10.1155/2013/249594.