Geodesic
Robust filter algorithms — survey and new results for ship navigation and conning systems
Informacionnye tehnologii i vyčislitelnye sistemy, no. 4 (2013), pp. 90-112 Cet article a éte moissonné depuis la source Math-Net.Ru

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Discrete filtering is considered with emphasis on computational aspects. A short survey of numerically stable filter implementations is given founded on the basic mathematical ideas: positive definite (covariance or information) matrix factorization, vector measurement scalarization, matrix triangularization and array-matrix orthogonalization. Using them, LD-algorithm of Extended Kalman Filtering is proposed as applied to the non-linear problem of target motion analysis. Application of the algorithm to ship navigation and conning (including collision avoidance) is discussed.
Keywords: computer data engineering, algorithms of least squares method, discrete filtering, filter divergence, numerical stability, extended Kalman filter, specific statistical applications and models, digital simulation and system modeling. 
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     author = {I. V. Semushin and J. V. Tsyganova and K. V. Zakharov},
     title = {Robust filter algorithms~{\textemdash} survey and new results for ship navigation and conning systems},
     journal = {Informacionnye tehnologii i vy\v{c}islitelnye sistemy},
     pages = {90--112},
     year = {2013},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ITVS_2013_4_a8/}
}
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I. V. Semushin; J. V. Tsyganova; K. V. Zakharov. Robust filter algorithms — survey and new results for ship navigation and conning systems. Informacionnye tehnologii i vyčislitelnye sistemy, no. 4 (2013), pp. 90-112. http://geodesic.mathdoc.fr/item/ITVS_2013_4_a8/