UltimateKalman: Flexible Kalman Filtering and Smoothing Using Orthogonal Transformations

arXiv2207.13526MaRDI QIDQ6406249

Sivan Toledo

Publication date: 27 July 2022

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Orthogonalization in numerical linear algebra (65F25) Software, source code, etc. for problems pertaining to dynamical systems and ergodic theory (37-04)

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