Institute of Information Theory and Automation

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Abstract

Factorized Kalman Filtering

Suzdaleva Evgenia

: Proceedings of Abstracts of the 7th International PhD Workshop on Interplay of societal and technical decision-making, Young Generation Viewpoint, p. 51-52 , Eds: Přikryl J., Šmídl V.

: International PhD Workshop on Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint /7./, (Hrubá Skála, CZ, 25.09.2006-30.09.2006)

: CEZ:AV0Z10750506

: 1M0572, GA MŠk, ESF project TED, , GP201/06/P434, GA ČR

: state estimation, factorized filters, traffic control

(eng): The paper considers the problem of the factorized filtering with Gaussian models and offers the solution, based on applying the L'DL decomposition of the covariance matrices.

: 12B, 09I

: BC

2019-01-07 08:39