A general approach for designing the MWGS-based information-form Kalman filtering methods - Tsyganova, Julia V.; Kulikova, Maria V.; Tsyganov, Andrey V. (European journal of control, 2020)
Keywords: Algorithms; Array algorithms; Arrays; Decomposition; Equivalence; Information filter; Iterative methods; Kalman filter; Kalman filters; MWGS orthogonalization; Random variables; Robustness (mathematics); Roundoff error; Signal processing; Array algorithms; MWGS orthogonalization; Kalman filter; Information filter