asjoshi@phoenix.Princeton.EDU (Amit S. Joshi) (02/03/88)
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Hello!!!!!!!!!
I am trying to implement a U-D implementation of the Kalman Filter
Equations (discrete) and am having some problems.
The reason I wanted to use the algorithm, was that I was getting
negative values on the main diagonal of the covariance matrix, P.
My version of the U-D algorithm gives me the same problem (and more to
boot!).
Any advice as to what mistakes I should be looking for or can I get a
tried and ready algorithm in either PASCAL or FORTRAN for
both the propagation and update equations?
Thanks,
Brenda Belkin | 6200265@PUCC.BITNET
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Amit Joshi BITNET | Q3696@PUCC.BITNET
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