• DocumentCode
    797781
  • Title

    An approximation of the Kalman filter equations

  • Author

    Wells, C.

  • Author_Institution
    Sentinel System Command, Redstone Arsenal, AL, USA
  • Volume
    13
  • Issue
    4
  • fYear
    1968
  • fDate
    8/1/1968 12:00:00 AM
  • Firstpage
    445
  • Lastpage
    445
  • Abstract
    This correspondence presents the results of the application of the matrix inversion lemma to the Kalman filter equation. This operation eliminates the inversion process in the Kalman filter and enables one to sequentially compute the optimum estimate of the state without the use of the inversion process.
  • Keywords
    Kalman filtering; Matrix inversion; Covariance matrix; Eigenvalues and eigenfunctions; Equations; Filtering; Kalman filters; Sampling methods; Symmetric matrices; Tensile stress; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1968.1098931
  • Filename
    1098931
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=797781