[PDF.20mq] Factorization methods for discrete sequential estimation, Volume 128 (Mathematics in Science and Engineering)
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Factorization methods for discrete sequential estimation, Volume 128 (Mathematics in Science and Engineering)
From Academic Press
[PDF.kg03] Factorization methods for discrete sequential estimation, Volume 128 (Mathematics in Science and Engineering)
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This estimation reference text thoroughly describes matrix factorization methods successfully employed by numerical analysts, familiarizing readers with the techniques that lead to efficient, economical, reliable, and flexible estimation algorithms. Topics include a review of least squares data processing and the Kalman filter algorithm; positive definite matrices, the Cholesky decomposition, and some of their applications; Householder orthogonal transformations;...
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