Sequential square root filtering and smoothing of discrete linear systems

DOI10.1016/0005-1098(74)90020-XzbMATH Open0274.93061MaRDI QIDQ2265381FDOQ2265381

Authors: Gerald J. Bierman 

Publication date: 1974

Published in: Automatica (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Survival analysis and censored data (62N99)

Cites Work

• Title not available (Why is that?)
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Title not available (Why is that?)
• Extension of square-root filtering to include process noise
• Fixed interval smoothing with discrete measurements
• Sensitivity analysis of discrete filtering and smoothing algorithms

Cited In (10)

• Matrix factorization and Chandrasekhar equations techniques in the design of linear quadratic optimal control systems
• Analytical uses of Kalman filtering in econometrics — A survey
• Construction and applications of discrete-time smoothing error models
• A new forward-pass fixed-interval smoother using the U-D information matrix factorization
• Square-root RTS smoothing algorithms
• A new computationally efficient fixed-interval, discrete-time smoother
• Estimation: A brief survey
• Measurement updating using the U-D factorization
• Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method
• Supplement to 'A survey of data smoothing'

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