Title :
An application of the square root information filter to large-scale linear interconnected systems
Author :
Bierman, Gerald J.
Author_Institution :
Jet Propulsion Laboratory, Pasadena, CA, USA
fDate :
12/1/1977 12:00:00 AM
Abstract :
In this paper it is demonstrated that application of the square root information filter can dramatically reduce the storage and computation involved with estimation of certain classes of large-scale interconnected systems.
Keywords :
Interconnected systems; Linear systems, stochastic discrete-time; State estimation; Constraint optimization; Forward contracts; Information filters; Interconnected systems; Large-scale systems; Power system economics; Propulsion; Random variables; Satellites; Testing;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101662
