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scientific article; zbMATH DE number 1984381 - MaRDI portal

scientific article; zbMATH DE number 1984381

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Publication:4428776

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zbMATH Open1028.93028MaRDI QIDQ4428776

Gilbert Strang

Publication date: 22 September 2003

Title of this publication is not available (Why is that?)

zbMATH Keywords

conditional probabilities Kalman smoothing triangular factorization block tridiagonal matrices discrete Kalman filter matrix inversion lemma dynamic least squares ordinary elimination

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

Related Items (1)

Block diagonally dominant positive definite approximate filters and smoothers

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