Factorization Methods for Discrete Sequential Estimation

Factorization Methods for Discrete Sequential Estimation
Author :
Publisher : Courier Corporation
Total Pages : 260
Release :
ISBN-10 : 9780486449814
ISBN-13 : 0486449815
Rating : 4/5 (815 Downloads)

Book Synopsis Factorization Methods for Discrete Sequential Estimation by : Gerald J. Bierman

Download or read book Factorization Methods for Discrete Sequential Estimation written by Gerald J. Bierman and published by Courier Corporation. This book was released on 2006-05-26 with total page 260 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 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 transformations; sequential square root data processing; mapping effects and process noise; biases and correlated process noise; and covariance analysis of effects due to mismodeled variables and incorrect filter a priori statistics. The concluding chapters explore SRIF error analysis of effects due to mismodeled variables and incorrect filter a priori statistics as well as square root information smoothing. Geared toward advanced undergraduates and graduate students, this pragmatically oriented and detailed presentation is also a useful reference, featuring numerous helpful appendixes throughout the text.


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