NEW SQUARE-ROOT ALGORITHMS FOR KALMAN FILTERING

Authors
PARK P KAILATH T
Citation
P. Park et T. Kailath, NEW SQUARE-ROOT ALGORITHMS FOR KALMAN FILTERING, IEEE transactions on automatic control, 40(5), 1995, pp. 895-899
Citations number
11
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
40
Issue
5
Year of publication
1995
Pages
895 - 899
Database
ISI
SICI code
0018-9286(1995)40:5<895:NSAFKF>2.0.ZU;2-F
Abstract
We present some new square-foot algorithms that allow more reliable co mputation of the state estimates, using, as far as possible, quantitie s obtained via orthogonal operations. New algorithms are given for cov ariance quantities and information quantities, and a new combined algo rithm is also presented.