New Kalman filter algorithms based on orthogonal transformations for serial and vector computers (Q1825608)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: New Kalman filter algorithms based on orthogonal transformations for serial and vector computers |
scientific article; zbMATH DE number 4121336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Kalman filter algorithms based on orthogonal transformations for serial and vector computers |
scientific article; zbMATH DE number 4121336 |
Statements
New Kalman filter algorithms based on orthogonal transformations for serial and vector computers (English)
0 references
1989
0 references
Beginning with the presentation of the Kalman-Bucy filter and the numerical problems of this formulation a new \(UDU^ T\) algorithm of the Kalman filter based on orthogonal transformations is described and also the special Givens transformation. The algorithms presented in the paper were compared on an IBM 4381, IBM 3090, CRAY-1S and CRAY X-MP and the CPU-times are presented.
0 references
comparison of methods
0 references
Kalman-Bucy filter
0 references
orthogonal transformations
0 references
Givens transformation
0 references
algorithms
0 references
