Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization
From MaRDI portal
Publication:4177436
DOI10.1109/TAC.1978.1101863zbMath0394.93050MaRDI QIDQ4177436
Catherine L. Thornton, Gerald J. Bierman
Publication date: 1978
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)
Related Items (9)
Self-tuning control with feedforward for processes with variable time-delays ⋮ An implicit self-tuning technique for processes with variable time-delay ⋮ A finite-difference method for linearization in nonlinear estimation algorithms ⋮ Symmetric matrix-vector product on a ring of processors ⋮ A general approach for designing the MWGS-based information-form Kalman filtering methods ⋮ A new forward-pass fixed-interval smoother using the U-D information matrix factorization ⋮ Self-tuning controllers for nonlinear systems ⋮ Adaptive load-frequency control of the Hungarian power system ⋮ A new computationally efficient fixed-interval, discrete-time smoother
This page was built for publication: Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization
