Search Results - "Array square-root algorithms"

Kalman Filter Sensitivity Evaluation With Orthogonal and J-Orthogonal Transformations by Kulikova, M. V., Pacheco, A.

“…This technical note addresses the array square-root Kalman filtering/smoothing algorithms with the conventional orthogonal and J -orthogonal transformations…”
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A general approach to constructing parameter identification algorithms in the class of square root filters with orthogonal and J-orthogonal tranformations by Kulikova, M. V., Tsyganova, Yu. V.

“…We study modern implementations of the discrete Kalman filter, namely array square-root algorithms…”
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