INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (Q4715710)
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scientific article; zbMATH DE number 946819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS |
scientific article; zbMATH DE number 946819 |
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INITIALIZATION OF THE KALMAN FILTER WITH PARTIALLY DIFFUSE INITIAL CONDITIONS (English)
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18 November 1996
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initialization
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state vector
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Kalman filter
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square root covariance filter
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variances
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matrix factorization procedure
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fast Givens transformations
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efficient algorithm
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