A simple numerical method based simultaneous stochastic perturbation for estimation of high dimensional matrices
DOI10.1007/s11045-018-0551-yzbMath1405.93206OpenAlexW2791608585MaRDI QIDQ1710944
Publication date: 24 January 2019
Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11045-018-0551-y
parameter estimationsingular value decompositionnumerical differentiationdata assimilationmatrix decompositionstochastic simultaneous perturbation
Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)
Uses Software
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