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Author Tapley, B. ♦ Choe, C.
Sponsorship IEEE Control Systems Society
Source IEEE Xplore Digital Library
Content type Text
Publisher Institute of Electrical and Electronics Engineers, Inc. (IEEE)
File Format PDF
Copyright Year ©1963
Language English
Subject Domain (in DDC) Natural sciences & mathematics ♦ Physics ♦ Electricity & electronics
Subject Keyword Covariance matrix ♦ Symmetric matrices ♦ Filters ♦ Navigation ♦ Differential equations ♦ State estimation ♦ Filtering algorithms ♦ Computational efficiency ♦ NASA ♦ Error correction
Abstract A method for propagating the square root of the state error covariance matrix in lower triangular form is described. The algorithm can be combined with any triangular square-root measurement update algorithm to obtain a triangular square-root sequential estimation algorithm. The triangular square-root algorithm compares favorably with the convential sequential estimation algorithm with regard to computation time.
Description Author affiliation :: University of Texas, Austin, TX, USA
ISSN 00189286
Education Level UG and PG
Learning Resource Type Article
Publisher Date 1976-02-01
Publisher Place U.S.A.
Rights Holder Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Volume Number 21
Issue Number 1
Size (in Bytes) 217.08 kB
Page Count 2
Starting Page 122
Ending Page 123


Source: IEEE Xplore Digital Library