Improved discrete-time Kalman filtering within singular value decomposition
This study presents a new Kalman filter (KF) implementation useful in applications where the accuracy of numerical solution of the associated Riccati equation might be crucially reduced by influence of roundoff errors. Since the appearance of the KF in 1960s, it has been recognised that the factored...
Gespeichert in:
| Veröffentlicht in: | IET control theory & applications Jg. 11; H. 15; S. 2412 - 2418 |
|---|---|
| Hauptverfasser: | , |
| Format: | Journal Article |
| Sprache: | Englisch |
| Veröffentlicht: |
The Institution of Engineering and Technology
13.10.2017
|
| Schlagworte: | |
| ISSN: | 1751-8644, 1751-8652 |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Abstract | This study presents a new Kalman filter (KF) implementation useful in applications where the accuracy of numerical solution of the associated Riccati equation might be crucially reduced by influence of roundoff errors. Since the appearance of the KF in 1960s, it has been recognised that the factored form of the KF is preferable for practical implementation. The most popular and beneficial techniques are found in the class of square-root algorithms based on the Cholesky decomposition of error covariance matrix. Another important matrix factorisation method is the singular value decomposition (SVD) and, hence, further encouraging implementations might be found under this approach. The analysis presented here exposes that the previously proposed SVD-based KF variant is still sensitive to roundoff errors and poorly treats ill-conditioned situations, although the SVD-based strategy is inherently more stable than the conventional KF approach. In this study, the authors design a new SVD-based KF implementation for enhancing the robustness against roundoff errors, provide its detailed derivation, and discuss the numerical stability issues. A set of numerical experiments are performed for comparative study. The obtained results illustrate that the new SVD-based method is algebraically equivalent to the conventional KF and to the previously proposed SVD-based method, but it outperforms the mentioned techniques for estimation accuracy in ill-conditioned situations. |
|---|---|
| AbstractList | This study presents a new Kalman filter (KF) implementation useful in applications where the accuracy of numerical solution of the associated Riccati equation might be crucially reduced by influence of roundoff errors. Since the appearance of the KF in 1960s, it has been recognised that the factored form of the KF is preferable for practical implementation. The most popular and beneficial techniques are found in the class of square‐root algorithms based on the Cholesky decomposition of error covariance matrix. Another important matrix factorisation method is the singular value decomposition (SVD) and, hence, further encouraging implementations might be found under this approach. The analysis presented here exposes that the previously proposed SVD‐based KF variant is still sensitive to roundoff errors and poorly treats ill‐conditioned situations, although the SVD‐based strategy is inherently more stable than the conventional KF approach. In this study, the authors design a new SVD‐based KF implementation for enhancing the robustness against roundoff errors, provide its detailed derivation, and discuss the numerical stability issues. A set of numerical experiments are performed for comparative study. The obtained results illustrate that the new SVD‐based method is algebraically equivalent to the conventional KF and to the previously proposed SVD‐based method, but it outperforms the mentioned techniques for estimation accuracy in ill‐conditioned situations. |
| Author | Tsyganova, Julia V Kulikova, Maria V |
| Author_xml | – sequence: 1 givenname: Maria V surname: Kulikova fullname: Kulikova, Maria V email: maria.kulikova@ist.utl.pt organization: 1CEMAT (Center for Computational and Stochastic Mathematics), Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais, 1049-001 Lisboa, Portugal – sequence: 2 givenname: Julia V surname: Tsyganova fullname: Tsyganova, Julia V organization: 2Department of Mathematics, Information and Aviation Technology, Ulyanovsk State University, Str. L. Tolstoy 42, 432017 Ulyanovsk, Russia |
| BookMark | eNqFkM9OAjEQhxuDiYA-gLd9gcXpv6XrTYkIgcQLnpvSbbWku0vaguHt3Q3Ggwc8zS-T-WYm3wgNmrYxCN1jmGBg5YMzKddJTQjgYoKJIFdoiKcc56LgZPCbGbtBoxh3AJwXjA_RalnvQ3s0VVa5qINJJk-uNtlK-Vo1mXU-meCaj-zLpU_XZLHLB69CdlT-YLLK6Lbet9El1za36NoqH83dTx2j9_nLZrbI12-vy9nTOteUMp4XoMSWgAKw2FIqLDNkWoE2JRWqwoAp6K0QJSFdj1ZCW2oBlNXWWl1yRccIn_fq0MYYjJX74GoVThKD7G3IzobsbMjehuxtdMz0D6NdUv3XKSjnL5KPZ_LLeXP6_5ScbRbkeQ6YlbyD8zPcj-3aQ2g6MReOfQNTdYuN |
| CitedBy_id | crossref_primary_10_1016_j_sigpro_2019_03_003 crossref_primary_10_1016_j_ejcon_2021_02_002 crossref_primary_10_3390_e25101372 crossref_primary_10_1016_j_ijepes_2023_109721 crossref_primary_10_1016_j_cam_2019_112487 crossref_primary_10_3390_sym10110630 crossref_primary_10_1155_2018_5303694 crossref_primary_10_1109_TAC_2017_2694350 crossref_primary_10_3390_electronics10010034 crossref_primary_10_1016_j_ifacol_2018_11_451 crossref_primary_10_1186_s13634_020_00678_3 crossref_primary_10_3390_rs13214301 crossref_primary_10_3390_math12071006 crossref_primary_10_1049_iet_rsn_2019_0115 crossref_primary_10_3390_math11204292 crossref_primary_10_1080_10920277_2023_2238793 crossref_primary_10_1016_j_automatica_2020_109110 crossref_primary_10_1109_TAC_2021_3056338 crossref_primary_10_1016_j_apnum_2021_08_013 crossref_primary_10_1088_1361_6501_aaef04 crossref_primary_10_1002_oca_2548 crossref_primary_10_1016_j_dsp_2025_105391 crossref_primary_10_1109_LSP_2019_2948257 crossref_primary_10_1049_iet_cta_2018_5404 crossref_primary_10_1016_j_ymssp_2023_111087 crossref_primary_10_1049_iet_cta_2018_5864 crossref_primary_10_1002_rnc_6268 crossref_primary_10_1016_j_ejcon_2020_07_003 crossref_primary_10_1002_rnc_4440 |
| Cites_doi | 10.1109/9.384225 10.1109/TAC.2010.2042986 10.1109/MCS.2010.936465 10.1007/BF01934122 10.1109/TAC.2015.2404511 10.1109/TAC.1971.1099816 10.1007/978-3-319-05089-8 10.1109/JPROC.2007.894705 10.1109/9.62283 10.1109/ACC.2013.6580303 10.1002/0470099720 10.2514/3.3166 10.1109/9.280773 10.1049/iet-cta.2016.1381 10.1016/0005-1098(89)90013-7 10.1109/TAC.1986.1104128 10.1016/0005-1098(77)90006-1 10.1002/0470045345 10.1109/ICPR.2008.4761153 10.1109/TAC.1975.1100994 |
| ContentType | Journal Article |
| Copyright | The Institution of Engineering and Technology 2021 The Authors. IET Control Theory & Applications published by John Wiley & Sons, Ltd. on behalf of The Institution of Engineering and Technology |
| Copyright_xml | – notice: The Institution of Engineering and Technology – notice: 2021 The Authors. IET Control Theory & Applications published by John Wiley & Sons, Ltd. on behalf of The Institution of Engineering and Technology |
| DBID | AAYXX CITATION |
| DOI | 10.1049/iet-cta.2016.1282 |
| DatabaseName | CrossRef |
| DatabaseTitle | CrossRef |
| DatabaseTitleList | CrossRef |
| DeliveryMethod | fulltext_linktorsrc |
| Discipline | Engineering |
| EISSN | 1751-8652 |
| EndPage | 2418 |
| ExternalDocumentID | 10_1049_iet_cta_2016_1282 CTH2BF01495 |
| Genre | article |
| GrantInformation_xml | – fundername: Fundação para a Ciência e a Tecnologia grantid: UID/Multi/04621/2013 – fundername: Portuguese National Fund (Fundação para a Ciência e a Tecnologia) funderid: UID/Multi/04621/2013 |
| GroupedDBID | 0R 24P 29I 4IJ 5GY 6IK 8VB AAJGR ABPTK ACGFS ACIWK AENEX ALMA_UNASSIGNED_HOLDINGS BFFAM CS3 DU5 ESX HZ IFIPE IPLJI JAVBF LAI LOTEE LXI M43 MS NADUK NXXTH O9- OCL QWB RIE RNS RUI U5U UNMZH UNR ZL0 ZZ .DC 0R~ 0ZK 1OC 3V. 4.4 8FE 8FG 96U AAHHS AAHJG ABJCF ABQXS ABUWG ACCFJ ACCMX ACESK ACXQS ADEYR AEEZP AEGXH AEQDE AFAZI AFKRA AIWBW AJBDE ALUQN ARAPS AVUZU AZQEC BENPR BGLVJ BPHCQ CCPQU DWQXO EBS EJD F8P GNUQQ GOZPB GROUPED_DOAJ GRPMH HCIFZ HZ~ IAO ITC K1G K6V K7- L6V M0N M7S MCNEO MS~ OK1 P62 PQQKQ PROAC PTHSS ROL ~ZZ AAMMB AAYXX AEFGJ AFFHD AGXDD AIDQK AIDYY CITATION IDLOA IGS PHGZM PHGZT PQGLB WIN |
| ID | FETCH-LOGICAL-c3345-60a8b20a00f1f338f4e27d0ce938ad10130cb889220ce3d8cf3f00afcfffc95a3 |
| IEDL.DBID | 24P |
| ISICitedReferencesCount | 40 |
| ISICitedReferencesURI | http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000411257700002&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D |
| ISSN | 1751-8644 |
| IngestDate | Tue Nov 18 22:27:09 EST 2025 Wed Oct 29 21:26:23 EDT 2025 Wed Jan 22 16:32:14 EST 2025 Tue Jan 05 21:45:56 EST 2021 |
| IsPeerReviewed | true |
| IsScholarly | true |
| Issue | 15 |
| Keywords | covariance matrices error covariance matrix discrete-time Kalman filtering Kalman filter implementation SVD-based strategy discrete time systems numerical stability issues numerical stability SVD-based KF variant Cholesky decomposition matrix factorisation method Riccati equations square-root algorithms roundoff errors Kalman filters Riccati equation singular value decomposition KF implementation |
| Language | English |
| License | http://onlinelibrary.wiley.com/termsAndConditions#vor |
| LinkModel | DirectLink |
| MergedId | FETCHMERGED-LOGICAL-c3345-60a8b20a00f1f338f4e27d0ce938ad10130cb889220ce3d8cf3f00afcfffc95a3 |
| PageCount | 7 |
| ParticipantIDs | iet_journals_10_1049_iet_cta_2016_1282 crossref_primary_10_1049_iet_cta_2016_1282 wiley_primary_10_1049_iet_cta_2016_1282_CTH2BF01495 crossref_citationtrail_10_1049_iet_cta_2016_1282 |
| ProviderPackageCode | RUI |
| PublicationCentury | 2000 |
| PublicationDate | 2017-10-13 |
| PublicationDateYYYYMMDD | 2017-10-13 |
| PublicationDate_xml | – month: 10 year: 2017 text: 2017-10-13 day: 13 |
| PublicationDecade | 2010 |
| PublicationTitle | IET control theory & applications |
| PublicationYear | 2017 |
| Publisher | The Institution of Engineering and Technology |
| Publisher_xml | – name: The Institution of Engineering and Technology |
| References | Arasaratnam, I.; Haykin, S.; Elliott, R.J. (C9) 2007; 95 Björck, A. (C16) 1967; 7 Grewal, M.S.; Andrews, A.P. (C26) 2010; 30 Rauch, H.E.; Striebel, C.T.; Tung, F. (C30) 1965; 3 Kulikov, G. Yu.; Kulikova, M.V. (C8) 2017; 11 Park, P.; Kailath, T. (C11) 1994; 40 Grewal, M.S.; Henderson, V.D.; Miyasako, R.S. (C24) 1991; 36 Verhaegen, M.; Van Dooren, P. (C1) 1986; AC-31 Tsyganova, J.V.; Kulikova, M.V. (C22) Menegaz, H.M.T.; Ishihara, J.; Borges, G.A. (C18) 2015; 60 Grewal, M.; Kain, J. (C3) 2010; 55 Sayed, A.H.; Kailath, T. (C12) 1994; AC-39 Kaminski, P.G.; Bryson, A.E.; Schmidt, S.F. (C5) 1971; AC-16 Verhaegen, M.H. (C2) 1989; 25 Morf, M.; Kailath, T. (C10) 1975; AC-20 Bierman, G.J.; Thornton, C.L. (C17) 1977; 13 Park, P.; Kailath, T. (C7) 1995; 40 2010; 55 1991; 36 1975; AC‐20 June 2013 1996 2007 2006 2007; 95 1989; 25 December 2008 1994; 40 1977 1965; 3 1967; 7 December 1992 1995; 40 1994; AC‐39 1990 2015; 60 2000 1986; AC‐31 2017; 11 1971; AC‐16 1986 1983 2015 1977; 13 2010; 30 e_1_2_8_28_1 Hall E.C. (e_1_2_8_24_1) 1996 e_1_2_8_29_1 Golub G.H. (e_1_2_8_14_1) 1983 e_1_2_8_25_1 e_1_2_8_26_1 e_1_2_8_27_1 Wang L. (e_1_2_8_22_1) 1992 e_1_2_8_3_1 e_1_2_8_2_1 e_1_2_8_4_1 e_1_2_8_6_1 Tsyganova J.V. (e_1_2_8_23_1) e_1_2_8_9_1 e_1_2_8_8_1 e_1_2_8_20_1 e_1_2_8_21_1 Bierman G.J. (e_1_2_8_16_1) 1977 e_1_2_8_17_1 Park P. (e_1_2_8_12_1) 1994; 40 e_1_2_8_18_1 e_1_2_8_19_1 e_1_2_8_13_1 Higham N.J. (e_1_2_8_15_1) 1990 Grewal M.S. (e_1_2_8_5_1) 2015 Kailath T. (e_1_2_8_7_1) 2000 e_1_2_8_10_1 e_1_2_8_31_1 e_1_2_8_11_1 Taylor S. (e_1_2_8_30_1) 1986 |
| References_xml | – volume: 30 start-page: 69 issue: 3 year: 2010 end-page: 78 ident: C26 article-title: Applications of Kalman filtering in aerospace 1960 to the present publication-title: IEEE Control Syst. – volume: AC-39 start-page: 619 issue: 3 year: 1994 end-page: 622 ident: C12 article-title: Extended handrasekhar recursion publication-title: IEEE Trans. Autom. Control – volume: 40 start-page: 895 issue: 5 year: 1995 end-page: 899 ident: C7 article-title: New square-root algorithms for Kalman filtering publication-title: IEEE Trans. Autom. Control – volume: 36 start-page: 3 issue: 1 year: 1991 end-page: 13 ident: C24 article-title: Application of Kalman filtering to the calibration and alignment of inertial navigation systems publication-title: IEEE Trans. Autom. Control – volume: 55 start-page: 2058 issue: 9 year: 2010 end-page: 2068 ident: C3 article-title: Kalman filter implementation with improved numerical properties publication-title: IEEE Trans. Autom. Control – volume: 40 start-page: 311 issue: 2-3 year: 1994 end-page: 318 ident: C11 article-title: An extended inverse QR adaptive filtering algorithm publication-title: Analog Integr. Circuits Signal Process. – volume: 3 start-page: 1445 issue: 8 year: 1965 end-page: 1450 ident: C30 article-title: Maximum likelihood estimates of linear dynamic systems publication-title: AIAA J. – ident: C22 article-title: SVD-based Kalman filter derivative computation publication-title: IEEE Trans. Autom. Control – volume: 7 start-page: 1 issue: 1 year: 1967 end-page: 21 ident: C16 article-title: Solving linear least squares problems by Gram–Schmidt orthogonalization publication-title: BIT – volume: AC-16 start-page: 727 issue: 6 year: 1971 end-page: 735 ident: C5 article-title: Discrete square-root filtering: a survey of current techniques publication-title: IEEE Trans. Autom. Control – volume: 95 start-page: 953 issue: 5 year: 2007 end-page: 977 ident: C9 article-title: Discrete-time nonlinear filtering algorithms using Gauss-Hermite quadrature publication-title: Proc. IEEE – volume: AC-20 start-page: 487 issue: 4 year: 1975 end-page: 497 ident: C10 article-title: Square-root algorithms for least-squares estimation publication-title: IEEE Trans. Autom. Control – volume: 25 start-page: 437 issue: 3 year: 1989 end-page: 444 ident: C2 article-title: Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes publication-title: Automatica – volume: 13 start-page: 23 issue: 1 year: 1977 end-page: 35 ident: C17 article-title: Numerical comparison of Kalman filter algorithms: orbit determination case study publication-title: Automatica – volume: 11 start-page: 1420 issue: 9 year: 2017 end-page: 1425 ident: C8 article-title: Square-root Kalman-like filters for estimation of stiff continuous-time stochastic systems with ill-conditioned measurements publication-title: IET Control Theory Appl. – volume: AC-31 start-page: 907 issue: 10 year: 1986 end-page: 917 ident: C1 article-title: Numerical aspects of different Kalman filter implementations publication-title: IEEE Trans. Autom. Control – volume: 60 start-page: 2583 issue: 10 year: 2015 end-page: 2598 ident: C18 article-title: A systematization of the unscented Kalman filter theory publication-title: IEEE Trans. Autom. Control – year: 1983 – volume: 95 start-page: 953 issue: 5 year: 2007 end-page: 977 article-title: Discrete‐time nonlinear filtering algorithms using Gauss‐Hermite quadrature publication-title: Proc. IEEE – volume: 13 start-page: 23 issue: 1 year: 1977 end-page: 35 article-title: Numerical comparison of Kalman filter algorithms: orbit determination case study publication-title: Automatica – year: 2007 – volume: 7 start-page: 1 issue: 1 year: 1967 end-page: 21 article-title: Solving linear least squares problems by Gram–Schmidt orthogonalization publication-title: BIT – volume: 36 start-page: 3 issue: 1 year: 1991 end-page: 13 article-title: Application of Kalman filtering to the calibration and alignment of inertial navigation systems publication-title: IEEE Trans. Autom. Control – volume: AC‐31 start-page: 907 issue: 10 year: 1986 end-page: 917 article-title: Numerical aspects of different Kalman filter implementations publication-title: IEEE Trans. Autom. Control – year: 2000 – year: 1996 – volume: 30 start-page: 69 issue: 3 year: 2010 end-page: 78 article-title: Applications of Kalman filtering in aerospace 1960 to the present publication-title: IEEE Control Syst. – start-page: 3075 year: June 2013 end-page: 3080 – year: 1977 – volume: 40 start-page: 311 issue: 2‐3 year: 1994 end-page: 318 article-title: An extended inverse QR adaptive filtering algorithm publication-title: Analog Integr. Circuits Signal Process. – volume: AC‐16 start-page: 727 issue: 6 year: 1971 end-page: 735 article-title: Discrete square‐root filtering: a survey of current techniques publication-title: IEEE Trans. Autom. Control – year: 1986 – volume: AC‐39 start-page: 619 issue: 3 year: 1994 end-page: 622 article-title: Extended handrasekhar recursion publication-title: IEEE Trans. Autom. Control – start-page: 1 year: December 2008 end-page: 4 – start-page: 1 year: 1990 end-page: 24 – year: 2006 – volume: AC‐20 start-page: 487 issue: 4 year: 1975 end-page: 497 article-title: Square‐root algorithms for least‐squares estimation publication-title: IEEE Trans. Autom. Control – volume: 25 start-page: 437 issue: 3 year: 1989 end-page: 444 article-title: Round‐off error propagation in four generally‐applicable, recursive, least‐squares estimation schemes publication-title: Automatica – volume: 40 start-page: 895 issue: 5 year: 1995 end-page: 899 article-title: New square‐root algorithms for Kalman filtering publication-title: IEEE Trans. Autom. Control – article-title: SVD‐based Kalman filter derivative computation publication-title: IEEE Trans. Autom. Control – volume: 55 start-page: 2058 issue: 9 year: 2010 end-page: 2068 article-title: Kalman filter implementation with improved numerical properties publication-title: IEEE Trans. Autom. Control – volume: 60 start-page: 2583 issue: 10 year: 2015 end-page: 2598 article-title: A systematization of the unscented Kalman filter theory publication-title: IEEE Trans. Autom. Control – year: 2015 – volume: 3 start-page: 1445 issue: 8 year: 1965 end-page: 1450 article-title: Maximum likelihood estimates of linear dynamic systems publication-title: AIAA J. – volume: 11 start-page: 1420 issue: 9 year: 2017 end-page: 1425 article-title: Square‐root Kalman‐like filters for estimation of stiff continuous‐time stochastic systems with ill‐conditioned measurements publication-title: IET Control Theory Appl. – start-page: 1224 year: December 1992 end-page: 1229 – volume-title: Linear estimation year: 2000 ident: e_1_2_8_7_1 – ident: e_1_2_8_8_1 doi: 10.1109/9.384225 – ident: e_1_2_8_4_1 doi: 10.1109/TAC.2010.2042986 – ident: e_1_2_8_23_1 article-title: SVD‐based Kalman filter derivative computation publication-title: IEEE Trans. Autom. Control – volume-title: Factorization methods for discrete sequential estimation year: 1977 ident: e_1_2_8_16_1 – ident: e_1_2_8_27_1 doi: 10.1109/MCS.2010.936465 – ident: e_1_2_8_17_1 doi: 10.1007/BF01934122 – ident: e_1_2_8_19_1 doi: 10.1109/TAC.2015.2404511 – ident: e_1_2_8_6_1 doi: 10.1109/TAC.1971.1099816 – volume-title: Journey to the Moon: The History of the Apollo Guidance Computer year: 1996 ident: e_1_2_8_24_1 – ident: e_1_2_8_29_1 doi: 10.1007/978-3-319-05089-8 – ident: e_1_2_8_10_1 doi: 10.1109/JPROC.2007.894705 – ident: e_1_2_8_25_1 doi: 10.1109/9.62283 – ident: e_1_2_8_21_1 doi: 10.1109/ACC.2013.6580303 – ident: e_1_2_8_26_1 doi: 10.1002/0470099720 – ident: e_1_2_8_31_1 doi: 10.2514/3.3166 – start-page: 1 volume-title: Analysis of the Cholesky decomposition of a semi‐definite matrix year: 1990 ident: e_1_2_8_15_1 – ident: e_1_2_8_13_1 doi: 10.1109/9.280773 – ident: e_1_2_8_9_1 doi: 10.1049/iet-cta.2016.1381 – volume: 40 start-page: 311 issue: 2 year: 1994 ident: e_1_2_8_12_1 article-title: An extended inverse QR adaptive filtering algorithm publication-title: Analog Integr. Circuits Signal Process. – ident: e_1_2_8_3_1 doi: 10.1016/0005-1098(89)90013-7 – start-page: 1224 volume-title: Proc. IEEE Conf. Decision and Control year: 1992 ident: e_1_2_8_22_1 – volume-title: Modeling financial time series year: 1986 ident: e_1_2_8_30_1 – volume-title: Matrix computations year: 1983 ident: e_1_2_8_14_1 – ident: e_1_2_8_2_1 doi: 10.1109/TAC.1986.1104128 – volume-title: Kalman filtering: theory and practice using MATLAB year: 2015 ident: e_1_2_8_5_1 – ident: e_1_2_8_18_1 doi: 10.1016/0005-1098(77)90006-1 – ident: e_1_2_8_28_1 doi: 10.1002/0470045345 – ident: e_1_2_8_20_1 doi: 10.1109/ICPR.2008.4761153 – ident: e_1_2_8_11_1 doi: 10.1109/TAC.1975.1100994 |
| SSID | ssj0055645 |
| Score | 2.4017074 |
| Snippet | This study presents a new Kalman filter (KF) implementation useful in applications where the accuracy of numerical solution of the associated Riccati equation... |
| SourceID | crossref wiley iet |
| SourceType | Enrichment Source Index Database Publisher |
| StartPage | 2412 |
| SubjectTerms | Cholesky decomposition covariance matrices discrete time systems discrete‐time Kalman filtering error covariance matrix Kalman filter implementation Kalman filters KF implementation matrix factorisation method numerical stability numerical stability issues Research Article Riccati equation Riccati equations roundoff errors singular value decomposition square‐root algorithms SVD‐based KF variant SVD‐based strategy |
| Title | Improved discrete-time Kalman filtering within singular value decomposition |
| URI | http://digital-library.theiet.org/content/journals/10.1049/iet-cta.2016.1282 https://onlinelibrary.wiley.com/doi/abs/10.1049%2Fiet-cta.2016.1282 |
| Volume | 11 |
| WOSCitedRecordID | wos000411257700002&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| journalDatabaseRights | – providerCode: PRVWIB databaseName: Wiley Online Library Free Content customDbUrl: eissn: 1751-8652 dateEnd: 99991231 omitProxy: false ssIdentifier: ssj0055645 issn: 1751-8644 databaseCode: WIN dateStart: 20130101 isFulltext: true titleUrlDefault: https://onlinelibrary.wiley.com providerName: Wiley-Blackwell – providerCode: PRVWIB databaseName: Wiley Online Library Open Access customDbUrl: eissn: 1751-8652 dateEnd: 99991231 omitProxy: false ssIdentifier: ssj0055645 issn: 1751-8644 databaseCode: 24P dateStart: 20130101 isFulltext: true titleUrlDefault: https://authorservices.wiley.com/open-science/open-access/browse-journals.html providerName: Wiley-Blackwell |
| link | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV3NS8MwFA9zetCD3-L8IgfxIETz1TY96nBMxLHDxN1KmyZQmFW26tk_wb_Rv8S8thsOYYJ46SF9CeEleXl5H7-H0KlnJGi6lEhOE-J2iCAhtT5RXpBan1uPS10Wmwh6PTUchv0Gak9zYSp8iJnBDU5GKa_hgMdJVYXEKbVuETNTEF0AdBDzL5yUdXJ4mTGhoH4Dl_2pOPYALqXMivQYUe72n7k2w8sfQ8xdTkvu97zKWt45nY1_me0mWq9VTnxV7ZEt1DD5Nlr7BkS4g-4r24JJMWTpjp0i_fn-AWXn8V08eopzbDPwqjtaDIbbLMdgYoAIVgxo4QanBmLT6wCwXfTQuRm0u6QutEC0ENIjPo1VwmlMqWXWvVmtNDxIqTahUHHKwLmpE6VCzl2bSJW2wlIaW22t1aEXiz3UzJ9zs4-w6yYche8rACqTXmK4EAkNUqZSbZlsITrlcKRrFHIohjGKSm-4DCPHqchxKgJORcCpFjqfdXmpIDgWEZ9BW30QJ4sIRblevw8ZtQddft0p35IHf-p1iFY5aAMQCCOOULMYv5pjtKLfimwyPim3q_s-3va-AHhZ7f4 |
| linkProvider | Wiley-Blackwell |
| linkToHtml | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV1LT8MwDI7GQAIOvBHjmQPigBRIk7RNj7ymTdsqDkPsVrVpIk0aBW2DMz-B38gvIW67iQlpSIhr6kSVYzuO7XxG6NTVAjxdSgSjCbESwklAjUek66fGY8ZlQuXNJvwwlL1ecF9Bt5O3MAU-xDTgBpqR22tQcAhIFxdOASCZfT0magzYQY53Yc2sNcSLwjoc0MDhsRlO7LELeCn5s0jXIdIe_9PcZnD5Y4mZ02nBfp71WfNDp77-P7-7gdZKpxNfFVKyiSo620Kr36AIt1GniC7oFMM73aF1pT_fP6DxPG7Fg6c4w6YPeXVLiyF0288wBBmghhUDXrjGqYbq9LIEbAc91O-6Nw1StloginPhEo_GMmE0ptQ4xt5ajdDMT6nSAZdx6kB6UyVSBozZMZ5KZbihNDbKGKMCN-a7qJo9Z3oPYTuNWwrPkwBVJtxEM84T6qeOTJVxRA3RCYsjVeKQQzuMQZTnw0UQWU5FllMRcCoCTtXQ-XTKSwHCMY_4DMZKVRzNI-T5hv2-ZHTTbbDren6b3P_TrBO03Oh22lG7GbYO0AoD3wDKYvghqo6Hr_oILam3cX80PM5l9wulIvFH |
| linkToPdf | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwrV1LSwMxEA71gejBt_g2B_EgRLN57GaPai2KWnqo0NuymwcU6lpq9exP8Df6S8zsbotFqCBeszNhmUwmk5nJNwgdSyvA06VEMJoRryGcxNSFRMnIuJA5yYQumk1EzabqdOJWDdVHb2FKfIhxwA12RmGvYYPbvnHlhVMASGbXDokeAnZQEJ55M-sN8ZyQUQC6zURrZI8l4KUUzyJlQJQ__se5zfj8xxQTp9OM_zzpsxaHTmPlf353FS1XTie-KLVkDdVsvo6WvkERbqCHMrpgDYZ3ugPvSn--f0DjeXyX9p7SHLsu5NU9LYbQbTfHEGSAGlYMeOEWGwvV6VUJ2CZ6bFy3r25I1WqBaM6FJCFNVcZoSqkLnL-1OmFZZKi2MVepCSC9qTOlYsb8GDdKO-4oTZ12zulYpnwLzebPud1G2LNxTxGGCqDKhMws4zyjkQmU0S4QO4iORJzoCocc2mH0kiIfLuLESyrxkkpAUglIagedjln6JQjHNOITGKu24ss0Ql4s2O9TJlftG3bZKG6Tu3_iOkILrXojub9t3u2hRQauAVTF8H00Oxy82gM0r9-G3ZfBYaG6X8xm8F4 |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=Improved+discrete%E2%80%90time+Kalman+filtering+within+singular+value+decomposition&rft.jtitle=IET+control+theory+%26+applications&rft.au=Kulikova%2C+Maria+V.&rft.au=Tsyganova%2C+Julia+V.&rft.date=2017-10-13&rft.pub=The+Institution+of+Engineering+and+Technology&rft.issn=1751-8644&rft.eissn=1751-8652&rft.volume=11&rft.issue=15&rft.spage=2412&rft.epage=2418&rft_id=info:doi/10.1049%2Fiet-cta.2016.1282&rft.externalDBID=10.1049%252Fiet-cta.2016.1282&rft.externalDocID=CTH2BF01495 |
| thumbnail_l | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=1751-8644&client=summon |
| thumbnail_m | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=1751-8644&client=summon |
| thumbnail_s | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=1751-8644&client=summon |