Abstract
Maintaining positive definiteness of a filter's error covariance estimate is of paramount importance to any stable and reliable estimation scheme. Two widely used methods for protecting a filter from loss of positive-definiteness are that of consider filtering and square-root filtering. Despite their widespread use in estimation applications, a filtering methodology that combines the two techniques has yet to be presented in a unified, streamlined architecture. This paper develops a new approach to square-root filtering using hyperbolic Householder reflections. A specialization of the method is considered to permit computationally efficient applications, and a numerical example pertaining to a ballistic reentry is presented to validate the proposed approaches.
Recommended Citation
J. S. McCabe and K. J. De Mars, "Square-Root Consider Filters with Hyperbolic Householder Reflections," Journal of Guidance, Control, and Dynamics, vol. 41, no. 10, pp. 2098 - 2111, American Institute of Aeronautics and Astronautics, Jan 2018.
The definitive version is available at https://doi.org/10.2514/1.G003417
Department(s)
Mechanical and Aerospace Engineering
Publication Status
Full Access
International Standard Serial Number (ISSN)
1533-3884; 0731-5090
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2024 American Institute of Aeronautics and Astronautics, All rights reserved.
Publication Date
01 Jan 2018
Comments
National Aeronautics and Space Administration, Grant None