Sequential Estimation Algorithm Using a Continuous UDU' Covariance Factorization

DOI10.2514/3.55997zbMath0508.65060OpenAlexW1983030052MaRDI QIDQ4746767

Joseph G. Peters, B. D. Tapley

Publication date: 1980

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

Full work available at URL: https://doi.org/10.2514/3.55997

zbMATH Keywords

numerical stabilityfiltering methodscovariance factorizationGivens' transformationsquare root measurement update method

Mathematics Subject Classification ID

Factorization of matrices (15A23) Analysis of variance and covariance (ANOVA) (62J10) Sequential estimation (62L12) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

The periodic optimality of LQ controllers satisfying strong stabilization.

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