Comparative computational analysis of a new per-sample partitioning linear filter and the Kalman filter

DOI10.1080/00207728708963972zbMath0627.93079OpenAlexW1982897309MaRDI QIDQ3764032

K. E. Anagnostou, Demetrios G. Lainiotis

Publication date: 1987

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728708963972

zbMATH Keywords

algorithmKalman filterlinear estimation problempartitioning approachcomparative computational analysismultisensor estimation

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

New doubling algorithm for the discrete periodic Riccati equation

Cites Work

• Unnamed Item
• On computational efficiency of linear filtering algorithms

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