Volume 25 Number 4
  • E-ISSN: 1365-2478



Ott and Meder's prediction error filter can be rederived so that it correctly handles input noise vectors which are of smaller dimension than the state vector. The poor performance obtained by Ott and Meder for their example can be explained by means of the error covariance matrix for the prediction error filter.


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  • Article Type: Research Article
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