On the computation of derivatives within LD factorization of parametrized matrices
From MaRDI portal
Publication:1717383
zbMath1409.65008MaRDI QIDQ1717383
Andreĭ Vladimirovich Tsyganov, Yuliya Vladimirovna Tsyganova
Publication date: 5 February 2019
Published in: Izvestiya Irkutskogo Gosudarstvennogo Universiteta. Seriya Matematika (Search for Journal in Brave)
Full work available at URL: http://mathizv.isu.ru/journal/downloadArticle?article=_0ced65a7d3a94a32be48d16155b4cb92&lang=rus
computation of derivativesLD factorizationmodified weighted Gram-Schmidt orthogonalizationparametrized matrices
Related Items
Cites Work
- On efficient parametric identification methods for linear discrete stochastic systems
- Computing the gradient of the auxiliary quality functional in the parametric identification problem for stochastic systems
- Maximum likelihood estimation via the extended covariance and combined square-root filters
- A parallel architecture for Kalman filter measurement update and parameter estimation
- Smooth factorizations of matrix valued functions and their derivatives
- Factorization methods for discrete sequential estimation
- Solvability of interval linear equations and data analysis under uncertainty
- Constructing numerically stable Kalman filter-based algorithms for gradient-based adaptive filtering
- On the Compuation of Lyapunov Exponents for Continuous Dynamical Systems
- Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
- Likelihood Gradient Evaluation Using Square-Root Covariance Filters
- Maximum likelihood estimation using square root information filters
- State Sensitivity Evaluation Within UD Based Array Covariance Filters
- Experiments on Error Growth Associated with Some Linear Least-Squares Procedures
- Solving linear least squares problems by Gram-Schmidt orthogonalization
- Unnamed Item
