The Equivalence between the Cholesky Decomposition and the Kalman Filter
| Autor: | Eubank, R. L., Wang, Suojin |
|---|---|
| Zdroj: | The American Statistician, 2002 Feb 01. 56(1), 39-43. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
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| Autor: | Eubank, R. L., Wang, Suojin |
|---|---|
| Zdroj: | The American Statistician, 2002 Feb 01. 56(1), 39-43. |
| Databáze: | JSTOR Journals |
| Externí odkaz: |
|