A general approach for designing the MWGS-based information-form Kalman filtering methods

DOI10.1016/j.ejcon.2020.02.001zbMath1455.93199OpenAlexW3007860950MaRDI QIDQ2220018

Yanyan Li

Publication date: 21 January 2021

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejcon.2020.02.001

zbMATH Keywords

Kalman filterinformation filterarray algorithmsMWGS orthogonalization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)

Related Items (3)

Adaptive decentralized Kalman filters with non-common states for nonlinear systems ⋮ Random sample consensus in decentralized Kalman filter ⋮ MATLAB-based general approach for square-root extended-unscented and fifth-degree cubature Kalman filtering methods

Cites Work

• Unnamed Item
• A parallel architecture for Kalman filter measurement update and parameter estimation
• Factorization methods for discrete sequential estimation
• On the computation of derivatives within LD factorization of parametrized matrices
• New Kalman filter algorithms based on orthogonal transformations for serial and vector computers
• Extension of square-root filtering to include process noise
• Numerical aspects of different Kalman filter implementations
• Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization
• New square-root algorithms for Kalman filtering
• Diffusion Strategies for Distributed Kalman Filtering and Smoothing
• Solving linear least squares problems by Gram-Schmidt orthogonalization

This page was built for publication: A general approach for designing the MWGS-based information-form Kalman filtering methods