NASA NTRS · 20060037804
A Continuous Square Root Information Filter-Smoother with Discrete Data Update
Abstract
Data filters may be separated into two categories being continuous filters or discrete filters. Continuous data filters are described by a matrix differential equation or Ricatti equation and discrete filters are obtained by solving the continuous equations over some finite time interval.
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Miller, J. K.. 1994-02-01. A Continuous Square Root Information Filter-Smoother with Discrete Data Update. https://ntrs.nasa.gov/citations/20060037804
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