$V$-invariant methods, generalised least squares problems, and the Kalman filter
نویسندگان
چکیده
منابع مشابه
V-Invariant Methods for Generalised Least Squares Problems
An important consideration in generalised least squares problems is that the dimension of the covariance matrix V is the dimension of the data set and is large when the data set is large. Also, the problem solution can be well determined in cases where V is illconditioned or singular. Here aspects of a class of methods which factorize the design matrix while leaving V invariant, and which can b...
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ژورنال
عنوان ژورنال: ANZIAM Journal
سال: 2003
ISSN: 1445-8810
DOI: 10.21914/anziamj.v45i0.885