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Cost Analysis of Square Root Information Filtering and Smooting with Mixed Real-Integer State
[article]
2018
Preserved Fulltext
The following analysis provides an analysis of the transformation undergone by the maximum a posteriori cost function as a priori information, process noise, and measurements are ingested by a square root information lter and smoother with a mixed real-integer state. The analysis supports claims made in [1] . Filtering Analysis The initial cost function at time i, embedded with square root information equations that encode the a priori information about the real-valued state and the process
doi:10.15781/t2n01095s
fatcat:jucc7trwkrd5lmxxbtxdbqjox4