6. Implementation Methods

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

Published Online: 29 JAN 2008

DOI: 10.1002/9780470377819.ch6

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

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

How to Cite

Grewal, M. S. and Andrews, A. P. (2008) Implementation Methods, in Kalman Filtering: Theory and Practice Using MATLAB®, 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