Optimal recursive iterative algorithm for discrete nonlinear least-squares estimation

DOI10.2514/3.21669zbMATH Open0855.93100OpenAlexW1978050527MaRDI QIDQ4884844FDOQ4884844

Authors: Gordon T. Haupt, N. Jeremy Kasdin, George M. Keiser, Bradford W. Parkinson 

Publication date: 7 July 1996

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

Full work available at URL: https://doi.org/10.2514/3.21669

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zbMATH Keywords

Kalman filterdiscretenonlinear systemsGauss-Newton algorithm

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Least squares and related methods for stochastic control systems (93E24)

Cited In (7)

• The incremental Gauss-Newton algorithm with adaptive stepsize rule
• A comparison of three non-linear filters
• The Iterated Kalman Smoother as a Gauss–Newton Method
• Bayesian and Dempster-Shafer fusion
• A recursive algorithm for discrete L₁ linear estimation using the dual simplex method
• A recursive algorithm for nonlinear least-squares problems
• Analysis of attitude determination methods using GPS carrier phase measurements

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