The author presents a combination of the Chandrasekhar and square-root philosophies, leading to the order-recursive Chandrasekhar equations. They constitute a fast alternative to the square-root Kalman filtering algorithms. Specialized to a particular parameter estimation problem, they reduce to the fast lattice/fast QR (FLA/FQR) recursive least squares (RLS) algorithms. A number of other applications can also be considered, leading to some novel parameter estimation algorithms.
The order-recursive Chandrasekhar equations for fast square-root Kalman filtering
ICASSP 1993, 18th IEEE International Conference on Acoustics, Speech, and Signal Processing, 27-30 April 1993, Minneapolis, USA
Systèmes de Communication
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