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  • 1
    Online Resource
    Online Resource
    New York : Academic Press
    UID:
    b3kat_BV036962742
    Format: 1 Online-Ressource (1 online resource (xvi, 241 p.))
    ISBN: 9780120973507
    Series Statement: Mathematics in science and engineering series 128
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Schätztheorie ; Numerisches Verfahren ; Sequenzielle Schätzung ; Sequentialanalyse ; Faktorenanalyse
    Library Location Call Number Volume/Issue/Year Availability
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  • 2
    Online Resource
    Online Resource
    New York :Academic Press,
    UID:
    almahu_9947366274502882
    Format: 1 online resource (259 p.)
    ISBN: 1-282-28933-0 , 9786612289330 , 0-08-095637-8
    Series Statement: Mathematics in science and engineering series ; v. 128
    Content: Factorization methods for discrete sequential estimation
    Note: Description based upon print version of record. , Front Cover; Factorization Methods for Discrete Sequential Estimation; Copyright Page; Contents; Preface; Acknowledgments; List of Symbols; Chapter I. lntroductlon; I.1 Introduction; I.2 Prerequisites; I.3 Scope and Objectives; I.4 Historical Perspectives; I.5 Chapter Synopses; References; Chapter II. Review of Least Squares Data Processing and the Kalman Filter Algorithm; II.1 Introduction; II.2 Linear Least Squares; II.3 Statistical Interpretation of the Least Squares Solution; II.4 Inclusion of a Priori Statistics; II.5 Recursions for the Least Squares Information Processor , II.6 Kalman Filter Data ProcessingII.7 Potter's Mechanization of the Kalman Algorithm; II.8 Computational Considerations Associated with Covariance Data Processing; Appendix II.A Proof that an Overdetermined System with Full Rank Has a Nonsingular Normal Matrix; Appendix II.B A Matrix Inversion Lemma; Appendix II.C Data Processing Using the Information Matrix; Appendix II.D Data Processing Using the Kalman Algorithm; Appendix II.E Data Processing Using the Potter Algorithm; References; Chapter III. Positive Definition Matrices, the Cholesky Decomposition, and Some Applications , III.1 Positive Definite MatricesIII.2 Properties of PD Matrices; III.3 Matrix Square Roots and the Cholesky Decomposition Algorithm; III.4 Rank One Modification of the Cholesky Factorization; III.5 Whitening Observation Errors; III.6 Observation Errors That Are Pairwise Correlated; III.7 Construction of Random Samples Having a Given Covariance; Appendix III.A Upper Triangular Matrix Factorization Algorithm; Appendix III.B FORTRAN Mechanization of the Lower Triangular Cholesky Factorization; Appendix III.C FORTRAN Mechanization of the UDUT Update; References , Chapter IV. Householder Orthogonal TransformationsIV.1 Review of Orthogonal Transformations; IV.2 Application of Orthogonal Matrices to the Least Squares Problem; IV.3 The Householder Transformation; Appendix IV.A Annihilating the First Column of a Matrix Using the Householder Transformation; Appendix IV.B Solution of the Triangular System Rx = y and Inversion of a Triangular Matrix; References; Chapter V. Sequential Square Root Data Processing; V.l Introduction; V.2 The SRIF Data Processing Algorithm; V.3 Data Processing Using the U-D Covariance Factorization , V.4 Sequential Data Processing Algorithm Computation Counts and ComparisonsV.5 Filter Algorithm Numerical Deterioration; Some Examples; Appendix V.A U-D and Upper Triangular P 1/2 FORTRAN Mechanizations; Appendix V.B Arithmetic Operation Counts for Various Data Processing Algorithms; References; Chapter VI. Inclusion of Mapping Effects and Process Noise; VI.1 Introduction; VI.2 Mapping and the Inclusion of Process Noise into the SRIF; VI.3 Mapping and the Inclusion of Process Noise into the Kalman Filter; VI.4 Mapping and the Inclusion of Process Noise into the U-D Covariance Filter , VI.5 Duality Relationships between Information and Covariance Algorithms , English
    Additional Edition: ISBN 0-12-097350-2
    Language: English
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  • 3
    Book
    Book
    New York [u.a.] :Acad. Press,
    UID:
    almafu_BV002625138
    Format: XVI, 241 S. : , graph. Darst.
    ISBN: 0-12-097350-2
    Series Statement: Mathematics in science and engineering 128
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Schätztheorie ; Numerisches Verfahren ; Sequenzielle Schätzung ; Sequentialanalyse ; Faktorenanalyse
    Library Location Call Number Volume/Issue/Year Availability
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  • 4
    Online Resource
    Online Resource
    New York : Academic Press
    UID:
    gbv_1684909171
    Format: 1 online resource (xvi, 241 p.) , Online-Ressource
    Edition: Online-Ausg.] Elsevier e-book collection on ScienceDirect
    ISBN: 9780120973507 , 0080956378 , 9780080956374
    Series Statement: Mathematics in science and engineering v. 128
    Note: Description based on print version record
    Additional Edition: Erscheint auch als Druck-Ausgabe Bierman, Gerald J. Factorization methods for discrete sequential estimation New York [u.a.] : Acad. Press, 1977 ISBN 0120973502
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Schätztheorie ; Numerisches Verfahren ; Sequenzielle Schätzung ; Matrizenzerlegung ; Sequenzielle Schätzung ; Faktorisierung
    URL: Volltext  (Deutschlandweit zugänglich)
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