Optimal recursive iterative algorithm for discrete nonlinear least-squares estimation

DOI10.2514/3.21669MaRDI QIDQ4884844zbMATH OpenOpenAlexFDO

Authors Gordon T. Haupt, N. Jeremy Kasdin, George M. Keiser, Bradford W. Parkinson

Publication date 7 July 1996

Published in Journal of Guidance, Control, and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.21669

zbMATH Keywords

discreteGauss-Newton algorithmKalman filternonlinear systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24)

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(8)

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• Bayesian and Dempster-Shafer fusion
• A recursive algorithm for discrete L₁ linear estimation using the dual simplex method
• The Iterated Kalman Smoother as a Gauss–Newton Method
• Second-Order Correction and Numerical Considerations for the Two-Step Optimal Estimator

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