A square root covariance algorithm for constrained recursive least squares estimation
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Publication:3987109
DOI10.1007/BF00925827zbMath0748.65040OpenAlexW2014473432MaRDI QIDQ3987109
Publication date: 28 June 1992
Published in: Journal of VLSI signal processing systems for signal, image and video technology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00925827
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Iterative numerical methods for linear systems (65F10)
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