Sequential square root filtering and smoothing of discrete linear systems

DOI10.1016/0005-1098(74)90020-XzbMath0274.93061MaRDI QIDQ2265381

Gerald J. Bierman

Publication date: 1974

Published in: Automatica (Search for Journal in Brave)

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

62N99: Survival analysis and censored data

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Cites Work

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• Extension of square-root filtering to include process noise
• Extensions and Applications of the Householder Algorithm for Solving Linear Least Squares Problems
• Sensitivity analysis of discrete filtering and smoothing algorithms
• Fixed interval smoothing with discrete measurements