DocumentCode
825545
Title
An application of the square root information filter to large-scale linear interconnected systems
Author
Bierman, Gerald J.
Author_Institution
Jet Propulsion Laboratory, Pasadena, CA, USA
Volume
22
Issue
6
fYear
1977
fDate
12/1/1977 12:00:00 AM
Firstpage
989
Lastpage
991
Abstract
In this paper it is demonstrated that application of the square root information filter can dramatically reduce the storage and computation involved with estimation of certain classes of large-scale interconnected systems.
Keywords
Interconnected systems; Linear systems, stochastic discrete-time; State estimation; Constraint optimization; Forward contracts; Information filters; Interconnected systems; Large-scale systems; Power system economics; Propulsion; Random variables; Satellites; Testing;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1977.1101662
Filename
1101662
Link To Document