A summary on the UD Kalman Filter
Systems and Control
2022-06-30 v2 Systems and Control
Abstract
This document contains a concise and unified reference for one of the existing mechanizations of the UD Kalman filter. The associated matrix algorithms are also included along with the corresponding references.
Cite
@article{arxiv.2203.06105,
title = {A summary on the UD Kalman Filter},
author = {J. Humberto Ramos and Kevin Brink and Prashant Ganesh and John E. Hurtado},
journal= {arXiv preprint arXiv:2203.06105},
year = {2022}
}
Comments
12 pages, compendium of some key algorithms for UD Kalman filtering