Square-root quadrature Kalman filtering

IEEE Transactions on Signal Processing

Volumn 56, Issue 6, 2008, Pages 2589-2593

  Arasaratnam, Ienkaran ^a   Haykin, Simon ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Matrix triangularization; Quadrature Kalman filter (QKF); Quadrature rule; Square root filter

Indexed keywords

COMPUTATIONAL COMPLEXITY; COVARIANCE MATRIX; NONLINEAR FILTERING;

MATRIX TRIANGULARIZATION; SQUARE-ROOT FILTER; SQUARE-ROOT QUADRATURE KALMAN FILTER (SQKF);

KALMAN FILTERS;

EID: 44849112088     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2007.914964     Document Type: Article

References (9)

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