efficient-algebra

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F1uctus / kalman.v

The Kalman filter formalized in Rocq/MathComp: discrete Riccati theory (monotonicity, convergence, a unique stabilizing DARE solution), with executable OCaml extraction via CoqEAL.

extraction estimation dare math-comp typst riccati-equations infotheo linear-estimation rocq-prover coqeal efficient-algebra

Updated Jul 17, 2026
Rocq Prover

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efficient-algebra

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F1uctus / kalman.v

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