Title :
New square-root algorithms for Kalman filtering
Author :
Park, PooGyeon ; Kailath, Thomas
Author_Institution :
Inf. Syst. Lab., Stanford Univ., CA, USA
fDate :
5/1/1995 12:00:00 AM
Abstract :
Presents some new square-root algorithms that allow more reliable computation of the state estimates, using, as far as possible, quantities obtained via orthogonal operations. New algorithms are given for covariance quantities and information quantities, and a new combined algorithm is also presented
Keywords :
Kalman filters; filtering theory; matrix algebra; state estimation; Kalman filtering; combined algorithm; covariance quantities; information quantities; orthogonal operations; square-root algorithms; state estimates; Adaptive filters; Covariance matrix; Filtering algorithms; Information filtering; Information filters; Information systems; Kalman filters; Monitoring; Parameter estimation; Predictive models;
Journal_Title :
Automatic Control, IEEE Transactions on
