Filtering and error analysis via the<tex>UDU^{T}</tex>covariance factorization

DOI10.1109/TAC.1978.1101863MaRDI QIDQ4177436zbMATH OpenFDO

Authors Catherine L. Thornton, Gerald J. Bierman

Publication date 1978

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1978.1101863

zbMATH Keywords

Applied EstimationKalman Filtering

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Cited in

(9)

• A finite-difference method for linearization in nonlinear estimation algorithms
• Self-tuning controllers for nonlinear systems
• A general approach for designing the MWGS-based information-form Kalman filtering methods
• Self-tuning control with feedforward for processes with variable time-delays
• An implicit self-tuning technique for processes with variable time-delay
• A new forward-pass fixed-interval smoother using the U-D information matrix factorization
• Adaptive load-frequency control of the Hungarian power system
• A new computationally efficient fixed-interval, discrete-time smoother
• Symmetric matrix-vector product on a ring of processors

This page was built for publication: Filtering and error analysis via the&lt;tex&gt;UDU^{T}&lt;/tex&gt;covariance factorization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4177436)