New Kalman filter algorithms based on orthogonal transformations for serial and vector computers

DOI10.1016/0167-8191(89)90056-2zbMath0684.65071OpenAlexW2061182568MaRDI QIDQ1825608

Hans-Jürgen Hotop

Publication date: 1989

Published in: Parallel Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-8191(89)90056-2

zbMATH Keywords

algorithmscomparison of methodsKalman-Bucy filterorthogonal transformationsGivens transformation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Numerical optimization and variational techniques (65K10) Signal detection and filtering (aspects of stochastic processes) (60G35) Theory of operating systems (68N25)

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