6. Implementation Methods

  1. Mohinder S. Grewal1 and
  2. Angus P. Andrews2

Published Online: 29 JAN 2008

DOI: 10.1002/9780470377819.ch6

Kalman Filtering, Third Edition, Third Edition

Kalman Filtering, Third Edition, Third Edition

How to Cite

Grewal, M. S. and Andrews, A. P. (2008) Implementation Methods, in Kalman Filtering, Third Edition, Third Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470377819.ch6

Author Information

  1. 1

    California State University at Fullerton, USA

  2. 2

    Rockwell Science Center, USA

Publication History

  1. Published Online: 29 JAN 2008
  2. Published Print: 25 AUG 2008

ISBN Information

Print ISBN: 9780470173664

Online ISBN: 9780470377819

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Keywords:

  • alternative implementation methods and roundoff errors;
  • Givens triangularization algorithm;
  • square-root and UD filters

Summary

This chapter contains sections titled:

  • Chapter Focus

  • Computer Roundoff

  • Effects of Roundoff Errors on Kalman Filters

  • Factorization Methods for Square-Root Filtering

  • Square-Root and UD Filters

  • Other Implementation Methods

  • Summary

  • Problems