An application of the square root information filter to large scale linear interconnected systemsIt is demonstrated that use of the square root information filter (SRIF) can reduce the storage and computation required for estimation of certain classes of large-scale interconnected systems. The SRIF uses an information array that is related to the Kalman filter covariance and estimate. The SRIF algorithm, which is optimal, is a direct application of matrix partitioning to some optimal filtering algorithms described in the literature. The SRIF algorithm is able to reduce the storage requirements of a 40-subsystem 10-state problem by a full order of magnitude.
Document ID
19790030991
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Bierman, G. J. (California Institute of Technology, Jet Propulsion Laboratory, Navigation Systems Section, Pasadena Calif., United States)
Date Acquired
August 9, 2013
Publication Date
January 1, 1977
Subject Category
Computer Systems
Meeting Information
Meeting: Conference on Decision and Control, and Symposium on Adaptive Processes, 16th, and Special Symposium on Fuzzy Set Theory and Applications