Chandrasekhar-type algorithms for fast recursive estimation in linear systems with constant parameters

Author: Choudhury, A. K.
Published: Sep 1, 1975.
Physical Description: 1 electronic document
Additional Creators: Djalali, M.

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Summary

In this recursive method proposed, the gain matrix for the Kalman filter and the convariance of the state vector are computed not via the Riccati equation, but from certain other equations. These differential equations are of Chandrasekhar-type. The 'invariant imbedding' idea resulted in the reduction of the basic boundary value problem of transport theory to an equivalent initial value system, a significant computational advance. Initial value experience showed that there is some computational savings in the method and the loss of positive definiteness of the covariance matrix is less vulnerable.

Other Subject(s)

SYSTEMS ANALYSIS

Collection

NASA Technical Reports Server (NTRS) Collection.

Note

Document ID: 19760004709.
Accession ID: 76N11797.
NASA-CR-145607.

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