The Calculation of Quadratic Forms for Turn Detector.
ADMIRALTY SURFACE WEAPONS ESTABLISHMENT PORTSMOUTH (ENGLAND)
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The Kalman filter equations contain terms for an expression known as the quadratic form. This expression provides a useful criterion for deciding whether the target being tracked by the Kalman filter has maneuvered. This note shows that the value of the quadratic form is, in certain circumstances, independent of the precise time for which it is calculated. Author
- Operations Research