Square-root algorithms for least-squares estimation

DOI10.1109/TAC.1975.1100994zbMath0322.93036OpenAlexW2131483600MaRDI QIDQ4085594

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1975.1100994

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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