• DocumentCode
    854863
  • Title

    An extension of the SRIF Kalman filter

  • Author

    Boncelet, Charles G., Jr. ; Dickinson, Bradley W.

  • Author_Institution
    University of Deleware, Newark, DE, USA
  • Volume
    32
  • Issue
    2
  • fYear
    1987
  • fDate
    2/1/1987 12:00:00 AM
  • Firstpage
    176
  • Lastpage
    179
  • Abstract
    We consider the problem of implementing the Kalman filter recursions in square root information filter form. We suggest a general linear, dynamical model which directly incorporates the fact that many of the unknowns are not time varying. The resulting implementation is widely applicable, numerically sound, and extends easily to smoothing problems.
  • Keywords
    Kalman filtering, linear systems; Square-rooting; Accelerometers; Attenuation; Feedback; Filters; Frequency response; Low-frequency noise; Optimal control; Riccati equations; Sampling methods; Steady-state;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1987.1104537
  • Filename
    1104537
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=854863