Abstract
It is now clear that the only time-consuming operation in the Kalman filtering process is the computation of the Kalman gain matrices:
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© 1999 Springer-Verlag Berlin Heidelberg
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Chui, C.K., Chen, G. (1999). Sequential and Square-Root Algorithms. In: Kalman Filtering. Springer Series in Information Sciences, vol 17. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-03859-8_7
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DOI: https://doi.org/10.1007/978-3-662-03859-8_7
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-64611-2
Online ISBN: 978-3-662-03859-8
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