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An algorithm for propagating the square-root covariance matrix in triangular formA method for propagating the square root of the state error covariance matrix in lower triangular form is described. The algorithm can be combined with any triangular square-root measurement update algorithm to obtain a triangular square-root sequential estimation algorithm. The triangular square-root algorithm compares favorably with the conventional sequential estimation algorithm with regard to computation time.
Document ID
19760040327
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Tapley, B. D.
(Texas, University Austin, Tex., United States)
Choe, C. Y.
(IBM Corp. Guidance Navigation and Control Dept., Houston, Tex., United States)
Date Acquired
August 8, 2013
Publication Date
February 1, 1976
Publication Information
Publication: IEEE Transactions on Automatic Control
Volume: AC-21
Subject Category
Computer Programming And Software
Accession Number
76A23293
Funding Number(s)
CONTRACT_GRANT: NGR-44-012-269
Distribution Limits
Public
Copyright
Other

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