Extension of square-root filtering to include process noise
- 1 January 1969
- journal article
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 3 (6), 444-458
- https://doi.org/10.1007/bf00929358
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- A square root formulation of the Kalman covariance equations.AIAA Journal, 1968
- A square root formulation of the Kalman- Schmidt filter.AIAA Journal, 1967
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960