Chapter 6. Implementation Methods

  1. Mohinder S. Grewal PhD, PE1 and
  2. Angus P. Andrews PhD2

Published Online: 28 MAY 2002

DOI: 10.1002/0471266388.ch6

Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition

Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition

How to Cite

Grewal, M. S. and Andrews, A. P. (2002) Implementation Methods, in Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition, John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471266388.ch6

Author Information

  1. 1

    California State University at Fullerton

  2. 2

    Rockwell Science Center, Thousand Oaks, California

Publication History

  1. Published Online: 28 MAY 2002
  2. Published Print: 2 JAN 2002

ISBN Information

Print ISBN: 9780471392545

Online ISBN: 9780471266389

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Keywords:

  • implementation;
  • computer roundoff;
  • roundoff errors;
  • Kalman filters;
  • factorization;
  • square-root filters;
  • UD filters

Summary

This chapter is primarily concerned with (1) how computer roundoff can degrade Kalman filter performance, (2) alternative implementation methods that are more robust against roundoff errors, and (3) the relative computational costs of these alternative implementations.