Efficient square root algorithm for measurement update in Kalman filtering

DOI10.2514/3.19805zbMATH Open0506.93081OpenAlexW2034513290MaRDI QIDQ4744182

I. Y. Bar-Itzhack, Yoav Medan

Publication date: 1983

Published in: Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2514/3.19805

zbMATH Keywords

Kalman filteringmeasurement update algorithmsquare root filtering scheme

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) Sequential estimation (62L12)

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