{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-square-root-kalman-filter-using-only-qr","title":"A Square-Root Kalman Filter Using Only QR Decompositions","arxiv_id":"2208.06452","date":"2022-08-12","proceeding":null,"authors":["Kevin Tracy"],"abstract":"The Kalman filter operates by storing a Gaussian description of the state estimate in the form of a mean and covariance. Instead of storing and manipulating the covariance matrix directly, a square-root Kalman filter only forms and updates a triangular matrix square root of the covariance matrix. The resulting algorithm is more numerically stable than a traditional Kalman filter, benefiting from double the working precision. This paper presents a formulation of the square root Kalman filter that leverages the QR decomposition to dramatically simplify the resulting algorithm.","url_abs":"https://arxiv.org/abs/2208.06452v1","url_pdf":"https://arxiv.org/pdf/2208.06452v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-square-root-kalman-filter-using-only-qr","repo_url":"https://github.com/kevin-tracy/qrkalmanfilter","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}