The treatment of bias in the square-root information filter/smoother

DOI10.1007/BF00935630zbMath0281.93013MaRDI QIDQ1843408

Gerald J. Bierman

Publication date: 1975

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (5)

Two-stage information filters for single and multiple sensors, and their square-root versions ⋮ Two-stage bias correction estimators based on generalized partitioning estimation method† ⋮ Measurement updating using the U-D factorization ⋮ A separated bias identification and state estimation algorithm for nonlinear systems ⋮ A new computationally efficient fixed-interval, discrete-time smoother

Cites Work

• Extension of square-root filtering to include process noise
• Stochastic processes and filtering theory
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Sensitivity analysis of discrete filtering and smoothing algorithms
• Comparison of Least Squares and Minimum Variance Estimates of Regression Parameters

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