On scalarized calculation of the likelihood function in array square-root filtering algorithms

An efficient method of scalarized calculation of the logarithmic likelihood function based on the array square-root implementation methods for Kalman filtering formulas was proposed. The algorithms of this kind were shown to be more stable to the roundoff errors than the conventional Kalman filter....

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Vydáno v:	Automation and remote control Ročník 70; číslo 5; s. 855 - 871
Hlavní autor:	Kulikova, M. V.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Dordrecht SP MAIK Nauka/Interperiodica 01.05.2009
Témata:	CAE) and Design Calculus of Variations and Optimal Control; Optimization Computer-Aided Engineering (CAD Control Mathematics Mathematics and Statistics Mechanical Engineering Mechatronics Robotics Stochastic Systems Systems Theory 02.70.Rr 02.60.Dc 02.50.Ey
ISSN:	0005-1179, 1608-3032
On-line přístup:	Získat plný text
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