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A parallel Kalman filter via the square root Kalman filtering

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dc.affiliation.dptoUC3M. Departamento de Estadísticaes
dc.contributor.authorRomera, Rosario
dc.contributor.authorCipra, Tomas
dc.contributor.editorUniversidad Carlos III de Madrid. Departamento de Estadísticaes
dc.date.accessioned2009-02-18T11:13:55Z
dc.date.available2009-02-18T11:13:55Z
dc.date.issued1993-06
dc.description.abstractA parallel algorithm for Kalman filtering with contaminated observations is developed. Theı parallel implementation is based on the square root version of the Kalman filter (see [3]). Thisı represents a great improvement over serial implementations reducing drastically computationalı costs for each state update.es
dc.format.mimetypeapplication/pdf
dc.identifier.urihttps://hdl.handle.net/10016/3708
dc.language.isoenges
dc.relation.ispartofseriesUC3M Working Papers. Statistics and Econometricses
dc.relation.ispartofseries1993-14-12es
dc.rightsAtribución-NoComercial-SinDerivadas 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subject.ecienciaEstadística
dc.subject.otherParallel robust Kalman filteres
dc.subject.otherSquare root Kalmanes
dc.titleA parallel Kalman filter via the square root Kalman filteringes
dc.typeworking paper*
dspace.entity.typePublication
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