Authors: Brian Beckman
We exhibit a foldable Extended Kalman Filter that internally integrates non-linear equations of motion with a nested fold of generic integrators over lazy streams in constant memory. Functional form allows us to switch integrators easily and to diagnose filter divergence accurately, achieving orders of magnitude better speed than the source example from the literature. As with all Kalman folds, we can move the vetted code verbatim, without even recompilation, from the lab to the field.
Comments: 11 Pages.
[v1] 2016-07-07 09:50:50
Unique-IP document downloads: 583 times
Vixra.org is a pre-print repository rather than a journal. Articles hosted may not yet have been verified by peer-review and should be treated as preliminary. In particular, anything that appears to include financial or legal advice or proposed medical treatments should be treated with due caution. Vixra.org will not be responsible for any consequences of actions that result from any form of use of any documents on this website.
Add your own feedback and questions here:
You are equally welcome to be positive or negative about any paper but please be polite. If you are being critical you must mention at least one specific error, otherwise your comment will be deleted as unhelpful.