Differentiating matrix orthogonal transformations

DOI10.1134/S0965542515090109zbMath1336.65017OpenAlexW1948681319WikidataQ57604762 ScholiaQ57604762MaRDI QIDQ901840

M. V. Kulikova, Yuliya Vladimirovna Tsyganova

Publication date: 6 January 2016

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542515090109

zbMATH Keywords

control systemKalman filteringmatrix differentiationdiscrete-time matrix Riccati equationmatrix orthogonal transformations

Mathematics Subject Classification ID

Cites Work

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• On Smooth Decompositions of Matrices
• Array algorithms for H/sup ∞/ estimation
• New square-root algorithms for Kalman filtering
• Likelihood Gradient Evaluation Using Square-Root Covariance Filters
• Maximum likelihood estimation using square root information filters

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