Factorization Methods for Discrete Sequential Estimation AUTH-12302602 ISBN10: 054866305X

ISBN10: 054866305X

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Factorization Methods for Discrete Sequential Estimation AUTH-12302602 ISBN10: 054866305XThis estimation reference text thoroughly describes matrix factorization methods successfully employed by numerical analysts, familiarizing readers with the techniques that lead to efficient, economical, reliable, and flexible estimation algorithms. Topics include a review of least squares data processing and the Kalman filter algorithm; positive definite matrices, the Cholesky decomposition, and some of their applications; Householder orthogonal