摘要: In Kalman filtering the initial values X0, P0 should be known, but they are usually unknown. In[1] the recursive estimation problem without initial value is discussed when the state noise is white noise.
汪咬元. A METHOD OF THE RECURSIVE ESTIMATION WITHOUT INITIAL VALUE[J]. 数学物理学报, 1982, 2(2): 225-240.
Wang Yaoyuan. A METHOD OF THE RECURSIVE ESTIMATION WITHOUT INITIAL VALUE[J]. Acta mathematica scientia,Series A, 1982, 2(2): 225-240.