[
[1] G. J. Bierman: Factorization Methods for Discrete Sequential Estimation, Dover Publications, New York,2006
]Search in Google Scholar
[
[2] D. Simon: Optimal State Estimation, Kalman, H∞ and Nonlinear Approaches, A John Wiley & Sons, Inc., 200610.1002/0470045345
]Search in Google Scholar
[
[3] B.P. Gibbs: Advanced Kalman Filtering, Least-Squares and Modeling, A Practical Handbook, John Wiley & Sons, Inc., 201110.1002/9780470890042
]Search in Google Scholar
[
[4] T. Moon, W. Stirling: Mathematical Methods and Algorithms for Signal Processing, Prentice-Hall, Upper Saddle River, New Jersey, 2000
]Search in Google Scholar
[
[5] M. Verhaegen, P.V. Dooren: Numerical Aspects of Different Kalman Filter Implementations, IEEE Transactions on Automatic Control, Vo. AC-31, No. 10, 198610.1109/TAC.1986.1104128
]Search in Google Scholar
[
[6] Chen: Linear System Theory and Design, Oxford University Press, 1999
]Search in Google Scholar
[
[7] Å. Björck: Numerics of Gram-Schmidt orthogonalization, Linear Algebra and its Applications, Vol. 197-198, Elsevier Science Inc., 199410.1016/0024-3795(94)90493-6
]Search in Google Scholar
[
[8] C. Thornton, G. Bierman: Gram-schmidt algorithms for covariance propagation, IEEE Conference on Decision and Control, pp. 489–498, 197510.1109/CDC.1975.270739
]Search in Google Scholar
[
[9] R. Zanetti, C. D’Souza: Information Formulation of the UDU Kalman Filter, IEEE Transactions on Aerospace and Electronic Systems 55(1): 493–498, 201910.1109/TAES.2018.2850379644337730948859
]Search in Google Scholar
[
[10] G. Strang: The Fundamental Theorem of Linear Algebra, The American Mathematical Monthly, Vol. 100, No. 9, 199310.2307/2324660
]Search in Google Scholar
[
[11] H.M.T. Menegaz, J. Ishihara, G.A. Borges, A.N. Vargas: A systematization of the unscented Kalman filter theory’, IEEE Transactions on Automatic Control, 201510.1109/TAC.2015.2404511
]Search in Google Scholar
[
[12] L Wang,, G Libert, P. Manneback: Kalman Filter Algorithm based on Singular Value Decomposition. Proc. IEEE Conf. Decision and Control, Tucson, USA, 1992
]Search in Google Scholar
[
[13] M.V. Kulikova, J.V. Tsyganova: Improved Discrete-Time Kalman Filtering within Singular Value Decomposition, IET Control Theory and Applications, 201710.1049/iet-cta.2016.1282
]Search in Google Scholar
[
[14] S.L.Brunton, J. N. Kutz: Data-Driven Science and Engineering, Cambridge University Press, 201910.1017/9781108380690
]Search in Google Scholar
[
[15] G. V. Willigenburg: UD Factorization &Kalman Filtering (https://www.mathworks.com/matlabcentral/file-exchange/32537-ud-factorization-kalman-filtering), MATLAB Central File Exchange, 2020
]Search in Google Scholar
[
[16] L.G. van Willigenburg, W.L. De Koning: UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems, European Journal of Control, 10, pp. 588-601, 200410.3166/ejc.10.588-601
]Search in Google Scholar
[
[17] J.V. Tsyganova: SVD-based Kalman Filter Derivative Computation, IEEE Transactions on Automatic Control 62(9):4869-4875, 201710.1109/TAC.2017.2694350
]Search in Google Scholar
[
[18] S. Gillijns, D. S. Bernstein, B. De Moor : The Reduced Rank Transform Square Root Filter for Data Assimilation, 14th IFAC Symposium on System Identification, Newcastle, Australia, 200610.3182/20060329-3-AU-2901.00202
]Search in Google Scholar