An extension of the SRIF Kalman filter
Charles Boncelet, Bruce Dickinson · IEEE Transactions on Automatic Control · 1987
We consider the problem of implementing the Kalman filter recursions in square root information filter form. We suggest a general linear, dynamical model which directly incorporates the fact that many of the unknowns are not time varying. The resulting implementation is widely applicable, numerically sound, and extends easily to smoothing problems.