An algorithm for propagating the square-root covariance matrix in triangular form

Publisher Website

1 February 1976

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 21 (1) , 122-123
https://doi.org/10.1109/tac.1976.1101134

Abstract

No abstract available

Keywords

This publication has 4 references indexed in Scilit:

Fast triangular formulation of the square root filter.
AIAA Journal, 1973
Discrete square root filtering: A survey of current techniques
IEEE Transactions on Automatic Control, 1971
A square root formulation of the Kalman covariance equations.
AIAA Journal, 1968
A square root formulation of the Kalman- Schmidt filter.
AIAA Journal, 1967