Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach (Q5173317)
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scientific article; zbMATH DE number 6399557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach |
scientific article; zbMATH DE number 6399557 |
Statements
Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach (English)
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9 February 2015
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Kalman filter
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hierarchical matrices
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random walk forecast model
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uncertainty quantification
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