Fixed memory least squares filtering (Corresp.)
- 1 November 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 21 (6) , 690-692
- https://doi.org/10.1109/tit.1975.1055454
Abstract
Buxbaum has reported on three algorithms for computing least squares estimates that are based on fixed amounts of data. In this correspondence, the filter is arranged as a point-deleting Kalman filter concatenated with the standard point-inclusion Kalman filter. The resulting algorithm is couched in a square root framework for greater numerical stability, and special attention is given to computer implementation.Keywords
This publication has 4 references indexed in Scilit:
- Fixed-memory recursive filters (Corresp.)IEEE Transactions on Information Theory, 1974
- A Comparison of Discrete Linear Filtering AlgorithmsIEEE Transactions on Aerospace and Electronic Systems, 1973
- Discrete square root filtering: A survey of current techniquesIEEE Transactions on Automatic Control, 1971
- The fixed-lag smoother as a stable finite-dimensional linear systemAutomatica, 1971