article · Repository KITopen (Karlsruhe Institute of Technology) · 2001
A Square–Root Algorithm for Set Theoretic State Estimation
Hanebeck, Uwe D.
Cited by 0Open access
Abstract
This paper presents a modified set theoretic framework for estimating the state of a linear dynamic system based on uncertain measurements. The measurement errors are assumed to be unknown but bounded by ellipsoidal sets. Based on this assumption, a recursive state estimator is (re–)derived in a tutorial fashion. It comprises both the prediction step (time update), i.e., propagation of a set of feasible states by means of the system model and the filter step (measurement update), i.e., inclusion of a new measurement into the current estimate. The main contribution is an efficient square–root formulation of this estimator, which is well suited especially for practical applications.
Cite this paper
Hanebeck, U. D. (2001). A Square–Root Algorithm for Set Theoretic State Estimation. Repository KITopen (Karlsruhe Institute of Technology). https://doi.org/10.5445/ir/1000123147
Hanebeck, Uwe D. “A Square–Root Algorithm for Set Theoretic State Estimation.” Repository KITopen (Karlsruhe Institute of Technology), 2001, https://doi.org/10.5445/ir/1000123147.
Hanebeck, Uwe D. 2001. “A Square–Root Algorithm for Set Theoretic State Estimation.” Repository KITopen (Karlsruhe Institute of Technology). https://doi.org/10.5445/ir/1000123147.
Hanebeck, U.D. (2001) ‘A Square–Root Algorithm for Set Theoretic State Estimation’, Repository KITopen (Karlsruhe Institute of Technology). Available at: https://doi.org/10.5445/ir/1000123147.
@article{hanebeck2001square,
title = {{A Square–Root Algorithm for Set Theoretic State Estimation}},
author = {Hanebeck, Uwe D.},
journal = {Repository KITopen (Karlsruhe Institute of Technology)},
year = {2001},
doi = {10.5445/ir/1000123147}
}Made from the index record. Check names, capitalisation and page numbers against the paper. Need another style? AI for Research has over 10,000.