IEKF - ± Iterate as many times as needed to reduce error covariance ± Terminate when no appreciable change in state estimate is realized ±

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Other DKF Variants: Iterated EKF Other DKF Variants: Iterated EKF ± Iterated linearization: ± Iterated Kalman gain: ± Iterated state estimate: Iterated EKF Iterated EKF ± Iterated covariance update:
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Unformatted text preview: ± Iterate as many times as needed to reduce error covariance. ± Terminate when no appreciable change in state estimate is realized. ± Iterations increase computational complexity....
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This note was uploaded on 12/02/2011 for the course AR 107 taught by Professor Gracegraham during the Fall '11 term at Montgomery College.

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