Implicit Kalman filtering
For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to...
| Publié dans: | International journal of control. - 1997. - 66(1997), 3 vom: 15., Seite 393-412 |
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| Auteur principal: | |
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| Format: | Article |
| Langue: | English |
| Publié: |
1997
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| Accès à la collection: | International journal of control |
| Sujets: | Journal Article Research Support, U.S. Gov't, Non-P.H.S. NASA Discipline Environmental Health Non-NASA Center |