Krylov Subspace Estimation

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DOI10.1137/S1064827599357292zbMath0980.65045MaRDI QIDQ2706471

Alan S. Willsky, Michael K. Schneider

Publication date: 19 March 2001

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

convergence numerical examples oceanography conjugate gradient algorithm Krylov subspace method error variances linear least-squares estimation high-dimensional random quantity

Mathematics Subject Classification ID

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Related Items (1)

Krylov space approximate Kalman filtering

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