Title :
A subroutine package for discrete estimation problems
Author_Institution :
California Institute of Rechnology, Pasadena, California
Abstract :
In this paper we describe a well documented, compactly coded, storage efficient, thoroughly tested, and easy to use set of FORTRAN IV subroutines for use in Kalman filter or least-squares applications. The package contains both the UDUT covariance factorization and the square root information filter algorithms developed at the Jet Propulsion Laboratory. Numerical reliability of the algorithms is a key feature of the package.
Keywords :
Algorithms; Drives; Kalman filters; Laboratories; Libraries; Numerical analysis; Packaging; Performance evaluation; Propulsion; Testing;
Conference_Titel :
Decision and Control including the 17th Symposium on Adaptive Processes, 1978 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1978.267890
