On the construction of a reduced rank square-root Kalman filter for efficient uncertainty propagation

Future Generation Computer Systems

Volumn 21, Issue 7, 2005, Pages 1047-1055

  Treebushny, Dimitri ^a,c   Madsen, Henrik ^b  

^a Institute of Mathematical Machines and Systems Nasu   (Ukraine)

^b DHI   (Denmark)

^c Department of Environmental Modeling ^*  (Ukraine)

Author keywords

Kalman filter; Lanczos algorithm; Reduced rank square root; RRSQRT

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; MATRIX ALGEBRA;

COMPUTATIONAL LOAD; COVARIANCE MATRIX; STOCHASTIC DYNAMICAL MODEL;

KALMAN FILTERING;

EID: 27544449064     PISSN: 0167739X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.future.2004.03.005     Document Type: Conference Paper

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