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
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