An efficient approximation of the Kalman filter for multiple systems coupled via low-dimensional stochastic input

Keyphrases

• Kalman Filter 100%
• Multiple Systems 100%
• Efficient Approximation 100%
• Stochastic Input 100%
• Block Diagonal 66%
• Numerical Simulation 33%
• High Contrast 33%
• Dynamical Systems 33%
• Covariance 33%
• Estimation Problem 33%
• Correlation Matrix 33%
• Cost Efficiency 33%
• Time Complexity 33%
• Suboptimal Solutions 33%
• Recursive Estimation 33%
• Electric Field Estimation 33%
• Space Coronagraph 33%

Mathematics

• Stochastics 100%
• Kalman Filtering 100%
• Diagonal 66%
• Numerical Simulation 33%
• Approximates 33%
• Dynamical System 33%
• Covariance 33%
• Simplest Case 33%
• Electric Field 33%
• Correlation Matrix 33%
• Diagonal Entry 33%