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...

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Bibliographic Details

Published in:	2015 IEEE International Conference on Information and Automation pp. 1032 - 1036
Main Authors:	Li-Hui Geng, Ninness, Brett, Ze-Yu Xia
Format:	Conference Proceeding
Language:	English
Published:	IEEE 01.08.2015
Subjects:	Accuracy Aerodynamics Covariance matrices Exogenous Input Heuristic algorithms Improved Squareroot Algorithm Kalman filters RTS Kalman Smoothing Signal processing algorithms Smoothing methods Unitary Transformations
Online Access:	Get full text
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