A summary on the UD Kalman Filter

TL;DR

This paper provides a concise, unified reference for the UD Kalman filter, including matrix algorithms and references, serving as a comprehensive guide for understanding this filtering technique.

Contribution

It offers a summarized, unified overview of the UD Kalman filter and its matrix algorithms, consolidating existing knowledge into a single reference.

Findings

Provides a comprehensive reference for the UD Kalman filter

Includes matrix algorithms and relevant references

Serves as a useful guide for practitioners and researchers

Abstract

This document contains a concise and unified reference for one of the existing mechanizations of the UD Kalman filter. The associated matrix algorithms are also included along with the corresponding references.