Opened 2 years ago

Last modified 2 years ago

#182 closed task

Kalman filter implementation clarification — at Version 1

Reported by: maximilian.gold@… Owned by: stuerze
Priority: normal Component: BNC
Version: Keywords: kalman filter
Cc:

Description (last modified by maximilian.gold@…)

What is the exact kalman filter implementation used in BNC? I was not able to find this exact square root filter implementation anywhere in the literature or understand it properly. The Cholesky decomposition used in combination with a QRZ Decomposition used on an Augmentation Matrix including weights, the square root of the filter covariances and a combination of the the square root of the filter covariances and Design Matrix seems unusual. A clarification would be appreciated a lot.

Change History (1)

comment:1 by maximilian.gold@…, 2 years ago

Description: modified (diff)
Priority: minor → normal

A source in form of a paper name or Link would be sufficient as well.

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