Publication: A parallel Kalman filter via the square root Kalman filtering
dc.affiliation.dpto | UC3M. Departamento de Estadística | es |
dc.contributor.author | Romera, Rosario | |
dc.contributor.author | Cipra, Tomas | |
dc.contributor.editor | Universidad Carlos III de Madrid. Departamento de Estadística | es |
dc.date.accessioned | 2009-02-18T11:13:55Z | |
dc.date.available | 2009-02-18T11:13:55Z | |
dc.date.issued | 1993-06 | |
dc.description.abstract | A 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.mimetype | application/pdf | |
dc.identifier.uri | https://hdl.handle.net/10016/3708 | |
dc.language.iso | eng | es |
dc.relation.ispartofseries | UC3M Working Papers. Statistics and Econometrics | es |
dc.relation.ispartofseries | 1993-14-12 | es |
dc.rights | Atribución-NoComercial-SinDerivadas 3.0 España | |
dc.rights.accessRights | open access | |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | |
dc.subject.eciencia | Estadística | |
dc.subject.other | Parallel robust Kalman filter | es |
dc.subject.other | Square root Kalman | es |
dc.title | A parallel Kalman filter via the square root Kalman filtering | es |
dc.type | working paper | * |
dspace.entity.type | Publication |
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