NASA NTRS · 20060042272
A Continuous Square Root in Formation Filter-Swoother with Discrete Data Update
Abstract
A differential equation for the square root information matrix is derived and adapted to the problems of filtering and smoothing. The resulting continuous square root information filter (SRIF) performs the mapping of state and process noise by numerical integration of the SRIF matrix and admits data via a discrete least square update.
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Miller, J. K.. 1994-01-01. A Continuous Square Root in Formation Filter-Swoother with Discrete Data Update. https://ntrs.nasa.gov/citations/20060042272
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