Title :
An application of the square-root information filter to large scale linear interconnected systems
Author :
Bierman, Gerald J.
Author_Institution :
California Institute of Technology, Pasadena, CA, USA
fDate :
2/1/1978 12:00:00 AM
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, time-invariant discrete-time; Nonlinear filtering; State estimation; Information filtering; Information filters; Interconnected systems; Laboratories; Large-scale systems; Orbits; Propulsion; Rate-distortion; Riccati equations; Upper bound;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101701
