Tracking and Kalman filtering made easy P13

Chia sẻ: Khinh Kha Kha | Ngày: | Loại File: PDF | Số trang:17

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Tracking and Kalman filtering made easy P13

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GRAM–SCHMIDT ORTHONORMAL TRANSFORMATION 13.1 CLASSICAL GRAM–SCHMIDT ORTHONORMAL TRANSFORMATION The Gram–Schmidt orthonormalization procedure was introduced in Section 4.3 in order to introduce the orthonormal transformation F applied to the matrix T. The Gram–Schmidt orthonormalization procedure described there is called the classical Gram–Schmidt (CGS) orthogonilization procedure. The CGS procedure was developed in detail for the case s ¼ 3, m 0 ¼ 2, and then these results were extrapolated to the general case of arbitrary s and m 0 . In this section we shall develop the CGS procedure in greater detail. The CGS procedure is sensitive to computer round-off errors. There is...

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