| タイトル | Gram-Schmidt algorithms for covariance propagation |
| 著者（英） | Thornton, C. L.; Bierman, G. J. |
| 著者所属（英） | Jet Propulsion Lab., California Inst. of Tech. |
| 発行日 | 1977-02-01 |
| 言語 | eng |
| 内容記述 | This paper addresses the time propagation of triangular covariance factors. Attention is focused on the square-root free factorization, P = UD(transpose of U), where U is unit upper triangular and D is diagonal. An efficient and reliable algorithm for U-D propagation is derived which employs Gram-Schmidt orthogonalization. Partitioning the state vector to distinguish bias and coloured process noise parameters increase mapping efficiency. Cost comparisons of the U-D, Schmidt square-root covariance and conventional covariance propagation methods are made using weighted arithmetic operation counts. The U-D time update is shown to be less costly than the Schmidt method; and, except in unusual circumstances, it is within 20% of the cost of conventional propagation. |
| NASA分類 | NUMERICAL ANALYSIS |
| レポートNO | 77A22949 |
| 権利 | Copyright |
| URI | https://repository.exst.jaxa.jp/dspace/handle/a-is/439152 |
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