A Comparison of Discrete Loinear Filtering Algorithms

IEEE Transactions on Aerospace and Electronic Systems

Volumn AES-9, Issue 1, 1973, Pages 28-37

  Bierman, G J ^a  

^a CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

INFORMATION THEORY;

ALGORITHM; COMPUTER ANALYSIS; DIGITAL FILTERING; THEORETICAL STUDY;

EID: 0015699855     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAES.1973.309697     Document Type: Article

References (6)

1. R. E. Kalman, “A new approach to linear filtering and prediction problems,” Trans. ASME, vol. 82D, pp. 35–50, 1960.
2. P. G. Kaminski, A. E. Bryson, and S. F. Schmidt, “Discrete square root filtering: A survey of current techniques,” IEEE Trans. Automatic Control, vol. AC-16, pp. 727–736, December 1971.
3. I. A. Gura and A. B. Bierman, “On computational efficiency of linear filtering algorithms,” Automatica, vol. 7, pp. 299–314, 1971.
4. A. H. Jazwinski, Stochastic Process and Filtering Theory. New York: Academic Press, 1970.
5. R. J. Hanson and C. L. Lawson, “Extensions and applications of the Householder algorithm for solving linear least squares problems,” Math. Comput., vol. 23, pp. 787–812, October 1969.
6. S. F. Schmidt, “Computational techniques in Kalman filtering,” Chapter 3 of Theory and Applicaions of Kalman, Filtering. NATO Advisory Group for Aerospace and Development, AGARDo-graph 139, February 1970.