National Repository of Grey Literature 1 records found  Search took 0.01 seconds. 
Faktorizovaný Kalmanův filtr
Suzdaleva, Evgenia
The present work considers the problem of the factorized filtering with Gaussian models and offers the solution, based on applying the L'DL decomposition of the covariance matrix. The results of such filtering is the posterior state estimate with the mean value and the factorized matrix of covariance.

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