DocumentCode
777921
Title
New square-root algorithms for Kalman filtering
Author
Park, PooGyeon ; Kailath, Thomas
Author_Institution
Inf. Syst. Lab., Stanford Univ., CA, USA
Volume
40
Issue
5
fYear
1995
fDate
5/1/1995 12:00:00 AM
Firstpage
895
Lastpage
899
Abstract
Presents some new square-root algorithms that allow more reliable computation of the state estimates, using, as far as possible, quantities obtained via orthogonal operations. New algorithms are given for covariance quantities and information quantities, and a new combined algorithm is also presented
Keywords
Kalman filters; filtering theory; matrix algebra; state estimation; Kalman filtering; combined algorithm; covariance quantities; information quantities; orthogonal operations; square-root algorithms; state estimates; Adaptive filters; Covariance matrix; Filtering algorithms; Information filtering; Information filters; Information systems; Kalman filters; Monitoring; Parameter estimation; Predictive models;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.384225
Filename
384225
Link To Document