New, guaranteed positive time update for the two-step optimal estimator

Mathematics

• Covariance 100%
• Optimal Estimator 100%
• Positive Definite 50%
• Eigenvalue 50%
• Cost Function 50%
• Error Estimate 50%
• Linear Approximation 50%
• Negative Definite 50%
• Kalman Filtering 50%

Keyphrases

• Recursive Estimator 50%