DocumentCode
2034751
Title
The order-recursive Chandrasekhar equations for fast square-root Kalman filtering
Author
Slock, Dirk T M
Author_Institution
Inst. EURECOM, Valbonne, France
Volume
5
fYear
1993
fDate
27-30 April 1993
Firstpage
654
Abstract
The author presents a combination of the Chandrasekhar and square-root philosophies, leading to the order-recursive Chandrasekhar equations. They constitute a fast alternative to the square-root Kalman filtering algorithms. Specialized to a particular parameter estimation problem, they reduce to the fast lattice/fast QR (FLA/FQR) recursive least squares (RLS) algorithms. A number of other applications can also be considered, leading to some novel parameter estimation algorithms.<>
Keywords
Kalman filters; equations; least squares approximations; parameter estimation; recursive functions; algorithms; order-recursive Chandrasekhar equations; parameter estimation; recursive least squares; square-root Kalman filtering;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1993. ICASSP-93., 1993 IEEE International Conference on
Conference_Location
Minneapolis, MN, USA
ISSN
1520-6149
Print_ISBN
0-7803-7402-9
Type
conf
DOI
10.1109/ICASSP.1993.319897
Filename
319897
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