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Factorization Methods for Discrete Sequential Estimation

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Factorization Methods for Discrete Sequential Estimation - Bierman, Gerald J
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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; sequential square root data processing; mapping effects and ...

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Factorization Methods for Discrete Sequential Estimation 2006, Dover Publications, Mineola, NY

ISBN-13: 9780486449814

Trade paperback

Factorization Methods for Discrete Sequential Estimation 1977, Academic Press

ISBN-13: 9780120973507

Unknown binding