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New method for propagating the square root covariance matrix in triangular formA method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.
Document ID
19750052170
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Choe, C. Y.
Tapley, B. D.
(Texas, University Austin, Tex., United States)
Date Acquired
August 8, 2013
Publication Date
May 1, 1975
Publication Information
Publication: AIAA Journal
Volume: 13
Subject Category
Numerical Analysis
Accession Number
75A36242
Funding Number(s)
CONTRACT_GRANT: NGR-44-012-269
Distribution Limits
Public
Copyright
Other

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