论文信息 - New square-root algorithms for Kalman filtering

New square-root algorithms for Kalman filtering

Presents some new square-root algorithms that allow more reliable computation of the state estimates, using, as far as possible, quantities obtained via orthogonal operations. New algorithms are given for covariance quantities and information quantities, and a new combined algorithm is also presented. >

Thomas Kailath | PooGyeon Park | T. Kailath | P. Park

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