someone already wrote a question about the topic, and thats exactly what i am looking for but i need a source to get more information and to cite from

in my work i combine 2 kalman-filter for different times with slightly different statespace modells to combine the measurements with the diffrerent frequencies, lets say one is availeble every second the other one every minute. the one of the 2 filter runs at a time, and then they switch and take over the initial state and kovariance

does anyone have a source where i can research more on this specific topic?


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