| タイトル | Numerical aspects of different Kalman filter implementations |
| 著者（英） | Van Dooren, P.; Verhaegen, M. |
| 著者所属（英） | Philips Research Labs.|NASA Ames Research Center |
| 発行日 | 1986-10-01 |
| 言語 | eng |
| 内容記述 | A theoretical analysis is made of the error propagation due to numerical roundoff for four different Kalman filter implementations: the conventional Kalman filter, the square root covariance filter, the square root information filter, and the Chandrasekhar square root filter. An experimental analysis is performed to validate the new insights gained by the theoretical analysis. |
| NASA分類 | CYBERNETICS |
| レポートNO | 87A18877 |
| 権利 | Copyright |
| URI | https://repository.exst.jaxa.jp/dspace/handle/a-is/380882 |
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