Kalman Filtering with Newton's Method

IEEE Control Systems

Volumn 30, Issue 6, 2010, Pages 101-106

  Humpherys, Jeffrey ^a   West, Jeremy ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

20TH CENTURY; INITIAL GUESS; KALMAN-FILTERING; NEWTON'S METHODS; QUADRATIC OBJECTIVE FUNCTIONS; RECURSIVE STATE ESTIMATION; ROOT FINDING;

NEWTON-RAPHSON METHOD; STATE ESTIMATION;

KALMAN FILTERS;

EID: 78649504192     PISSN: 1066033X     EISSN: None     Source Type: Journal    
DOI: 10.1109/MCS.2010.938485     Document Type: Article

References (8)

1. J. L. Casti, Five More Golden Rules: Knots, Codes, Chaos, and other Great Theories of 20th-Century Mathematics. New York: Wiley, 2000.
2. M. S. Grewal and A. P. Andrews, Kalman. Filtering: Theory and Practice Using MATLAB, 2nd ed. New York: Wiley, 2001.
3. D. Simon, Optimal State Estimation: Kalman, H-Infinity, and Nonlinear Approaches. New York: Wiley-Interscience, 2006.
4. T. Kailath, A. Sayed, and B. Hassibi, Linear Estimation. Englewood Cliffs, NJ: Prentice-Hall, 2000.
5. R. Brown and P. Hwang, Introduction to Random Signals and Applied Kalman Filtering. New York: Wiley, 1997.
6. A. Gelb, Applied Optimal Estimation. Cambridge, MA: MIT Press, 1974.
7. C. T. Kelley, Solving Nonlinear Equations with Newton's Method. Philadelphia, PA: SIAM, 2003.
8. R. A. Horn and C. R. Johnson, Matrix Analysis. Cambridge, U.K.: Cambridge Univ. Press, 1990.