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Publication details

Factorized filtering with simultaneous data and time updating

Research Report

Suzdaleva Evgenia


publisher: ÚTIA AV ČR, v.v.i, (Praha 2008)

edition: Research Report 2221

research: CEZ:AV0Z10750506

project(s): GP201/06/P434, GA ČR

keywords: factorized filtering, Bayesian filtering

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abstract (eng):

The paper presents the modified algorithm of factorized Kalman filtering. A modification of the algorithm consists in simultaneous fulfillment of the data and time updating of the posterior factorized state estimate.

abstract (cze):

Článek popisuje modifikovaný algoritmus faktorizovaného Kalmanova filtru. Modifikace algoritmu spočívá v současném vyplnění datové a časové aktualizace faktorizovaného stavového odhadu.

RIV: BB

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Last modification: 21.12.2012
Institute of Information Theory and Automation