New Kalman filter algorithms based on orthogonal transformations for serial and vector computers (Q1825608)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New Kalman filter algorithms based on orthogonal transformations for serial and vector computers |
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New Kalman filter algorithms based on orthogonal transformations for serial and vector computers (English)
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1989
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Beginning with the presentation of the Kalman-Bucy filter and the numerical problems of this formulation a new \(UDU^ T\) algorithm of the Kalman filter based on orthogonal transformations is described and also the special Givens transformation. The algorithms presented in the paper were compared on an IBM 4381, IBM 3090, CRAY-1S and CRAY X-MP and the CPU-times are presented.
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comparison of methods
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Kalman-Bucy filter
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orthogonal transformations
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Givens transformation
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algorithms
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