NEW SQUARE-ROOT ALGORITHMS FOR KALMAN FILTERING

被引：70
|
作者：
PARK, P
KAILATH, T
机构：
[1] Information Systems Laboratory, Department of Electrical Engineering, Stanford University, Stanford
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1995年 / 40卷 / 05期
关键词：
D O I：
10.1109/9.384225
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We present some new square-foot 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.
引用
收藏
页码：895 / 899
页数：5
相关论文
共 50 条
  • [1] Square-root quadrature Kalman filtering
    Arasaratnam, Ienkaran
    Haykin, Simon
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2008, 56 (06) : 2589 - 2593
  • [2] SQUARE-ROOT KALMAN FILTERING OF DESCRIPTOR SYSTEMS
    CHISCI, L
    ZAPPA, G
    [J]. SYSTEMS & CONTROL LETTERS, 1992, 19 (04) : 325 - 334
  • [3] Fast square-root RLS adaptive filtering algorithms
    Carini, A
    Mumolo, E
    [J]. SIGNAL PROCESSING, 1997, 57 (03) : 233 - 250
  • [4] New Square-root and Diagonalized Kalman Smoothers
    Wadehn, Federico
    Bruderer, Lukas
    Sahdeva, Vijay
    Loeliger, Hans-Andrea
    [J]. 2016 54TH ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON), 2016, : 1282 - 1290
  • [5] New square-root smoothing algorithms
    Park, PG
    Kailath, T
    [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1996, 41 (05) : 727 - 732
  • [6] Square-root quaternion cubature Kalman filtering for spacecraft attitude estimation
    Tang, Xiaojun
    Liu, Zhenbao
    Zhang, Jiasheng
    [J]. ACTA ASTRONAUTICA, 2012, 76 : 84 - 94
  • [7] TWO-STAGE KALMAN FILTERING VIA STRUCTURED SQUARE-ROOT
    Kanev, Stoyan
    Verhaegen, Michel
    [J]. COMMUNICATIONS IN INFORMATION AND SYSTEMS, 2005, 5 (02) : 143 - 168
  • [8] Square-root sigma-point Kalman filtering for spacecraft relative navigation
    Tang, Xiaojun
    Yan, Jie
    Zhong, Dudu
    [J]. ACTA ASTRONAUTICA, 2010, 66 (5-6) : 704 - 713
  • [9] Cholesky-based reduced-rank square-root Kalman filtering
    Chandrasekar, J.
    Kim, I. S.
    Bernstein, D. S.
    Ridley, A. J.
    [J]. 2008 AMERICAN CONTROL CONFERENCE, VOLS 1-12, 2008, : 3987 - +
  • [10] Sensor data fusion algorithms using square-root information filtering
    Raol, JR
    Girija, G
    [J]. IEE PROCEEDINGS-RADAR SONAR AND NAVIGATION, 2002, 149 (02) : 89 - 96
12345