IEEE - Institute of Electrical and Electronics Engineers, Inc. - Information Formulation of the UDU Kalman Filter

Author(s): Christopher D'Souza ; Renato Zanetti
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 February 2019
Volume: 55
Page(s): 493 - 498
ISSN (CD): 2371-9877
ISSN (Electronic): 1557-9603
ISSN (Paper): 0018-9251
DOI: 10.1109/TAES.2018.2850379
Regular:

A new information formulation of the Kalman filter is presented where the information matrix is parameterized as the product of an upper triangular matrix, a diagonal matrix, and the transpose of... View More

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