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Factorization methods for discrete sequential estimation /
Factorization methods for discrete sequential estimation.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York :
Academic Press,
1977.
|
| Colección: | Mathematics in science and engineering ;
v. 128. |
| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
MARC
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| 001 | SCIDIR_ocn316568484 | ||
| 003 | OCoLC | ||
| 005 | 20231117015248.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 090320s1977 nyu ob 001 0 eng d | ||
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| 019 | |a 646827553 | ||
| 020 | |a 9780120973507 |q (electronic bk.) | ||
| 020 | |a 0120973502 |q (electronic bk.) | ||
| 020 | |a 9780080956374 |q (electronic bk.) | ||
| 020 | |a 0080956378 |q (electronic bk.) | ||
| 035 | |a (OCoLC)316568484 |z (OCoLC)646827553 | ||
| 050 | 4 | |a QA402.3 |b .B54 1977eb | |
| 072 | 7 | |a MAT |x 029000 |2 bisacsh | |
| 082 | 0 | 4 | |a 519.5/4 |2 22 |
| 100 | 1 | |a Bierman, Gerald J. | |
| 245 | 1 | 0 | |a Factorization methods for discrete sequential estimation / |c Gerald J. Bierman. |
| 260 | |a New York : |b Academic Press, |c 1977. | ||
| 300 | |a 1 online resource (xvi, 241 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Mathematics in science and engineering series ; |v v. 128 | |
| 504 | |a Includes bibliographical references (pages 233-236) and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a 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 | |
| 505 | 8 | |a 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 | |
| 505 | 8 | |a 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 | |
| 505 | 8 | |a 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 | |
| 505 | 8 | |a 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 | |
| 520 | |a Factorization methods for discrete sequential estimation. | ||
| 650 | 0 | |a Control theory. | |
| 650 | 0 | |a Estimation theory. | |
| 650 | 0 | |a Digital filters (Mathematics) | |
| 650 | 0 | |a Matrices. | |
| 650 | 6 | |a Th�eorie de la commande. |0 (CaQQLa)201-0012168 | |
| 650 | 6 | |a Th�eorie de l'estimation. |0 (CaQQLa)201-0007579 | |
| 650 | 6 | |a Filtres num�eriques (Math�ematiques) |0 (CaQQLa)201-0026377 | |
| 650 | 6 | |a Matrices. |0 (CaQQLa)201-0024157 | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Control theory |2 fast |0 (OCoLC)fst00877085 | |
| 650 | 7 | |a Digital filters (Mathematics) |2 fast |0 (OCoLC)fst00893686 | |
| 650 | 7 | |a Estimation theory |2 fast |0 (OCoLC)fst00915531 | |
| 650 | 7 | |a Matrices |2 fast |0 (OCoLC)fst01012399 | |
| 776 | 0 | 8 | |i Print version: |a Bierman, Gerald J. |t Factorization methods for discrete sequential estimation. |d New York : Academic Press, 1977 |z 9780120973507 |w (OCoLC)316568484 |
| 830 | 0 | |a Mathematics in science and engineering ; |v v. 128. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780120973507 |z Texto completo |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/bookseries/00765392/128 |z Texto completo |