Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter

Maria V. Kulikova; Gennady Yu. Kulikov

doi:10.1016/j.apnum.2021.08.013

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Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter

Maria V. Kulikova Gennady Yu. Kulikov

Year: 2021 Journal: Applied Numerical Mathematics Vol: 171 Pages: 32-44 Publisher: Elsevier BV

DOI: 10.1016/j.apnum.2021.08.013

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Keywords:

Mathematics Discretization Kalman filter Control theory (sociology) Applied mathematics Singular value decomposition Covariance Ordinary differential equation Square root Filter (signal processing) Algorithm Differential equation Computer science Mathematical analysis Statistics

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Target Tracking and Data Fusion in Sensor Networks

Physical Sciences → Computer Science → Artificial Intelligence

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Control Systems and Identification

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Square-root filtering via covariance SVD factors in the accurate continuous-discrete extended-cubature Kalman filter

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