Kalman Filter Implementation With Improved Numerical Properties

DOI10.1109/TAC.2010.2042986zbMath1368.93713MaRDI QIDQ4978934

James Kain, Mohinder S. Grewal

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Related Items (3)

SVD-based factored-form cubature Kalman filtering for continuous-time stochastic systems with discrete measurements ⋮ SVD-based state and parameter estimation approach for generalized Kalman filtering with application to GARCH-in-Mean estimation ⋮ Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter

This page was built for publication: Kalman Filter Implementation With Improved Numerical Properties