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Fixed memory least squares filteringBuxbaum has reported on three algorithms for computing least squares estimates that are based on fixed amounts of data. In this correspondence, the filter is arranged as a point-deleting Kalman filter concatenated with the standard point-inclusion Kalman filter. The resulting algorithm is couched in a square root framework for greater numerical stability, and special attention is given to computer implementation.
Document ID
19760028008
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Bierman, G. J.
(California Institute of Technology, Jet Propulsion Laboratory, Pasadena Calif., United States)
Date Acquired
August 8, 2013
Publication Date
November 1, 1975
Publication Information
Publication: IEEE Transactions on Information Theory
Volume: IT-21
Subject Category
Cybernetics
Accession Number
76A10974
Funding Number(s)
CONTRACT_GRANT: NAS7-100
Distribution Limits
Public
Copyright
Other

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