Measurement updating using the U-D factorization
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Publication:1229829
DOI10.1016/0005-1098(76)90058-3zbMath0336.93038OpenAlexW2502961497MaRDI QIDQ1229829
Publication date: 1976
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0005-1098(76)90058-3
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (3)
A generalized LQG approach to self-tuning control Part II. Implementation and simulation ⋮ Square root filtering via covariance and information eigenfactors ⋮ Finite difference implementation of distributed parameter filters
Cites Work
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- The treatment of bias in the square-root information filter/smoother
- Sequential square root filtering and smoothing of discrete linear systems
- On the Modification of LDL T Factorizations
- Multistate least-squares parameter estimators
- Least Squares Computations by Givens Transformations Without Square Roots
- Methods for Modifying Matrix Factorizations
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