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Volumn , Issue , 2013, Pages 3075-3080

Aspects and comparison of matrix decompositions in unscented Kalman filter

Author keywords

Cholesky decomposition; state estimation; SVD; unscented Kalman filter; unscented transform

Indexed keywords

COVARIANCE MATRIX; SINGULAR VALUE DECOMPOSITION; STATE ESTIMATION;

EID: 84883529667     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/acc.2013.6580303     Document Type: Conference Paper
Times cited : (23)

References (19)
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    • Norgaard, M.1    Poulsen, N.K.2    Ravn, O.3
  • 2
    • 0034186948 scopus 로고    scopus 로고
    • Gaussian filters for nonlinear filtering problems
    • K. Ito and K. Xiong, "Gaussian filters for nonlinear filtering problems, " IEEE Transactions on Automatic Control, vol. 45, no. 5, 2000.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.5
    • Ito, K.1    Xiong, K.2
  • 3
    • 67349257447 scopus 로고    scopus 로고
    • Derivative-free estimation methods: New results and performance analysis
    • M. Simandl and J. Dunik, "Derivative-free estimation methods: New results and performance analysis, " Automatica, vol. 45, no. 7, pp. 1749-1757, 2009.
    • (2009) Automatica , vol.45 , Issue.7 , pp. 1749-1757
    • Simandl, M.1    Dunik, J.2
  • 4
    • 0033723743 scopus 로고    scopus 로고
    • A new method for the nonlinear transformation of means and covariances in filters and estimators
    • S. J. Julier, J. K. Uhlmann, and H. F. Durrant-Whyte, "A new method for the nonlinear transformation of means and covariances in filters and estimators, " IEEE Transactions on Automatic Control, vol. 45, no. 3, pp. 477-482, 2000.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.3 , pp. 477-482
    • Julier, S.J.1    Uhlmann, J.K.2    Durrant-Whyte, H.F.3
  • 5
    • 21244437999 scopus 로고    scopus 로고
    • Unscented filtering and nonlinear estimation
    • S. J. Julier and J. K. Uhlmann, "Unscented filtering and nonlinear estimation, " IEEE Review, vol. 92, no. 3, pp. 401-421, 2004.
    • (2004) IEEE Review , vol.92 , Issue.3 , pp. 401-421
    • Julier, S.J.1    Uhlmann, J.K.2
  • 16
    • 0003306408 scopus 로고
    • Analysis of the Cholesky decomposition of a semidefinite matrix
    • N. J. Higham, "Analysis of the Cholesky decomposition of a semidefinite matrix, " Reliable Numerical Computation, 1990.
    • (1990) Reliable Numerical Computation
    • Higham, N.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.