Sequential square root filtering and smoothing of discrete linear systems

DOI10.1016/0005-1098(74)90020-XMaRDI QIDQ2265381zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3249288 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• Extension of square-root filtering to include process noise
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• 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
• A new forward-pass fixed-interval smoother using the U-D information matrix factorization
• Analytical uses of Kalman filtering in econometrics — A survey
• Construction and applications of discrete-time smoothing error models
• A new computationally efficient fixed-interval, discrete-time smoother
• Square-root RTS smoothing algorithms
• 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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