Measurement updating using the U-D factorization

Author:

Bierman Gerald J.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference14 articles.

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2. Triangular decomposition of a positive definite matrix plus a symmetric dyad with applications to Kalman filtering;Agee,1972

3. Discrete square root filtering; a survey of current techniques;Kaminski;IEEE Trans. Aut. Control,1971

4. Gram-Schmidt algorithms for covariance propagation;Thornton,1975

5. Rounding Errors in Algebraic Processes;Wilkinson,1963

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