{"title":"A subroutine package for discrete estimation problems","authors":"G. Bierman","doi":"10.1109/CDC.1978.267890","DOIUrl":null,"url":null,"abstract":"In this paper we describe a well documented, compactly coded, storage efficient, thoroughly tested, and easy to use set of FORTRAN IV subroutines for use in Kalman filter or least-squares applications. The package contains both the UDUT covariance factorization and the square root information filter algorithms developed at the Jet Propulsion Laboratory. Numerical reliability of the algorithms is a key feature of the package.","PeriodicalId":375119,"journal":{"name":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","volume":"12 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1978.267890","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
In this paper we describe a well documented, compactly coded, storage efficient, thoroughly tested, and easy to use set of FORTRAN IV subroutines for use in Kalman filter or least-squares applications. The package contains both the UDUT covariance factorization and the square root information filter algorithms developed at the Jet Propulsion Laboratory. Numerical reliability of the algorithms is a key feature of the package.