Accession Number:

ADA056359

Title:

Updating the Kalman Filter in Terms of Correlation Coefficients and Standard Deviations.

Personal Author(s):

Corporate Author:

NAVAL RESEARCH LAB WASHINGTON D C

Report Date:

1978-05-17

Abstract:

A factorization method of updating the Kalman filter is examined. The covariances are factored in terms of correlation coefficients and standard deviations. The covariances of the Kalman filter are then updated in terms of the factors. The technique is similar in principle to Carlsons UDU method but differs in the covariance factorization. Author

Descriptive Note:

Interim rept.,

Pages:

0010

Descriptors:

Identifiers:

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Communities Of Interest:

File Size:

3.78MB

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