I’m implementing the Square-Root Kalman-Filter similar to this python implementation: Python - Square-Root Kalman-Filter The implementation calculates the QR-decomposition, but it only needs the upper triangular matrix R ( see here ). The Q is not needed. I searched the internet to see, if there was…

Square-Root Kalman-Filter: Calculate only upper triangular of QR-decomposition

RoyiAvital August 4, 2024, 5:24am 7

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