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Square-root information-type methods for continuous–discrete extended Kalman filtering

European Journal of Control
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Maria V. Kulikova, Gennady Yu. Kulikov
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An application of the square-root information filter to large scale linear interconnected systems

IEEE Transactions on Automatic Control, 1977
In this paper it is demonstrated that application of the square root information filter can dramatically reduce the storage and computation involved with estimation of certain classes of large scale interconnected systems.
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Square root information filtering using the covariance spectral decomposition

Proceedings of the 27th IEEE Conference on Decision and Control, 2003
A square-root state-estimation algorithm is introduced which operates in the information mode in both the time and the measurement update stages. The algorithm, called the V-Lambda filter, is based on the spectral decomposition of the covariance matrix into a V Lambda V/sup T/ form, where V is the matrix whose columns are the eigenvectors of the ...
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Square Root Quadrature Information Filters for Multiple Sensor Fusion

2018
This paper presents new algorithms for square root quadrature information filers which are intended for multiple sensor fusion. The use of recently proposed quadrature rules for numerical approximation of Bayesian integrals enables these filters to demonstrate improved estimation accuracy over their competing algorithms.
Aritro Dey   +2 more
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Generalized Square-Root Information Consider Covariance Analysis for Filters and Smoothers

Journal of Guidance, Control, and Dynamics, 2013
A new form of consider covariance analysis for studying incorrectly modeled square-root information filters and smoothers is presented and demonstrated. The value of this technique is its ability to compute the true estimation error covariance when the estimator has an incorrect dynamic model, an incorrect measurement model, or an incorrect statistical
Joanna C. Hinks, Mark L. Psiaki
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Applications of square-root information filtering and smoothing in spacecraft orbit determination

Proceedings of the 27th IEEE Conference on Decision and Control, 2003
The JPL (Jet Propulsion Laboratory) orbit determination software system is a set of computer programs developed for the primary purpose of determining the flight path of deep-space mission spacecraft in NASA's planetary program and highly elliptical orbiting spacecraft in Earth orbit. The filtering processes available within the JPL orbit determination
null Tseng-Chan Wang   +3 more
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Square-root information filter based sensor data fusion algorithm

Proceedings of IEEE International Conference on Industrial Technology 2000 (IEEE Cat. No.00TH8482), 2005
In this paper the square-root information filter is studied for possible application to sensor data fusion process. Sensor data fusion is gaining increasing importance in modern technologies. The merit of the information fusion approach is that the fusion at measurement level is quite straightforward.
J.R. Raol, G. Girija
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Implementing the square-root information Kalman filter on a Jacobi-type systolic array

Journal of VLSI signal processing systems for signal, image and video technology, 1994
Several systolic Kalman filters have appeared in the literature, with often complex hardware constructs to accomodate the algorithmic `anomalies'. Here, we follow a different route by working the original information filter into a so-called `Jacobi-type' algorithm, which is much more regular and directly fits onto a common and general Jacobi-type ...
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Experiences in implementation and use of the square root information filter/smoother for orbit determination

Proceedings of the 27th IEEE Conference on Decision and Control, 2003
The authors consider the orbit-determination square-root information filter/smoother (SRIF/S) component for TRACE, a large orbital analysis program. They review the TRACE SRIF/S design rationale and implementation effort from the perspective of a half decade of experience with its practical use, concentrating on the features that differentiate the ...
L.A. Campbell   +3 more
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A multi-sensor tracking and identification algorithm using the square-root information filter

Proceedings of 32nd IEEE Conference on Decision and Control, 2002
A multiple dissimilar sensor multi-target tracking and identification algorithm using the square-root information filter is proposed. The procedures employed within this algorithm minimize the computational effort by working entirely within the information domain and utilizing a coordinated approach to the treatment of both kinematic and non-kinematic ...
S. Bruder, R. Johnson, M. Farooq
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