Title :
Fixed memory least squares filtering (Corresp.)
Author :
Bierman, Gerald J.
fDate :
11/1/1975 12:00:00 AM
Abstract :
Buxbaum has reported on three algorithms for computing least squares estimates that are based on fixed amounts of data. In this correspondence, the filter is arranged as a point-deleting Kalman filter concatenated with the standard point-inclusion Kalman filter. The resulting algorithm is couched in a square root framework for greater numerical stability, and special attention is given to computer implementation.
Keywords :
Kalman filtering; Least-squares estimation; Electrons; Equations; Filtering; Filters; Finite wordlength effects; Fourier transforms; H infinity control; Least squares approximation; Least squares methods; Sampling methods;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1975.1055454