The New Development of Kalman Filtering Algorithms
Youmin M. Zhang · Control theory & applications · 1995
Focused on the numerical stability, computational efficiency of Kalman filtering algorithms,the development history of Kalman filtering algorithms are briefly reviewed,and a series of numerical stable and robust,computational efficient Kalman filtering algorithms are summarized in this paper. The new factorized-based filter, partitioned filter and bias-separated filter, parallel and decentralized filter algorithms, which is based on the oR decomposition, U-D decomposition and singular value decomposition (SVD),are presented. Some problems which are worthy to be further studied in this field are presented.