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A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices - MaRDI portal

A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices (Q1710944)

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scientific article; zbMATH DE number 7006046
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A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices
scientific article; zbMATH DE number 7006046

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    A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices (English)
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    24 January 2019
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    numerical differentiation
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    stochastic simultaneous perturbation
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    matrix decomposition
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    singular value decomposition
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    parameter estimation
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    data assimilation
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