Maybeck; Peter S Extended Kalman Filter (Filtering Problem (Stochastic Processes) Filtering Problem (Stochastic Processes))
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Time Complexity
$O(n^{2} \log^{2} n)$
Space Complexity
$O(n^{2})$? words
(Generally works with a constant number of O(n)*O(n)-sized matrices per iteration)
Description
Approximate?
Exact
Randomized?
No, deterministic
Model of Computation
Word/Real RAM
Year
1979