Low-rank approximated Kalman filter using Oja's principal component flow for discrete-time linear systems. - Daiki Tsuzuki; Kentaro Ohki (CoRR, 2024)

Low-Rank Approximated Kalman-Bucy Filters Using Oja's Principal Component Flow for Linear Time-Invariant Systems. - Daiki Tsuzuki; Kentaro Ohki (IEEE Control. Syst. Lett., 2024)