An improved square-root algorithm for RTS Kalman smoothing

This paper improves on a noted square-root RTS Kalman smoothing algorithm proposed by Park and Kailath for the application purpose. This improved square-root RTS algorithm is able to additionally accommodate arbitrary exogenous known input, as such case is quite common in the real-world applications...

Celý popis

Podrobná bibliografia

Vydané v:	2015 IEEE International Conference on Information and Automation s. 1032 - 1036
Hlavní autori:	Li-Hui Geng, Ninness, Brett, Ze-Yu Xia
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	IEEE 01.08.2015
Predmet:	Accuracy Aerodynamics Covariance matrices Exogenous Input Heuristic algorithms Improved Squareroot Algorithm Kalman filters RTS Kalman Smoothing Signal processing algorithms Smoothing methods Unitary Transformations
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!