Square root filtering via covariance and information eigenfactors

DOI10.1016/0005-1098(86)90070-1zbMath0599.93060OpenAlexW2080218941MaRDI QIDQ1080833

Y. Oshman, I. Y. Bar-Itzhack

Publication date: 1986

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(86)90070-1

zbMATH Keywords

singular value decompositionmeasurement updatesquare root Kalman filtering algorithmstime propagation

Mathematics Subject Classification ID

Related Items (5)

Square root filtering via covariance and information eigenfactors ⋮ Continuous-discrete unscented Kalman filtering framework by MATLAB ODE solvers and square-root methods ⋮ Математическое моделирование процесса параметрической идентификации моделей конвективно-диффузионного переноса с применением SVD-фильтра Калмана ⋮ Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter ⋮ MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods

Uses Software

• EISPACK
• LINPACK

Cites Work

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• Square root filtering via covariance and information eigenfactors
• Stochastic models, estimation, and control. Vol. 1
• Measurement updating using the U-D factorization
• Matrix eigensystem routines. EISPACK guide extension
• Factorization methods for discrete sequential estimation
• Singular value decomposition and least squares solutions
• Eigenfactor solution of the matrix Riccati equation--A continuous square root algorithm
• The singular value decomposition: Its computation and some applications

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