Title :
Measurement matrix partitioning theorem
Author_Institution :
Samuel L. Fagin Associates, New York, NY, USA
fDate :
12/1/1969 12:00:00 AM
Abstract :
It is shown that in optimal filter theory multidimensional observations can be incorporated one at a time, thus avoiding matrix inversions. In applications of optimal filter theory this is sometimes convenient from a programming viewpoint.
Keywords :
Filtering; Optimization methods; Covariance matrix; Filters; Legged locomotion; Multidimensional systems; Power engineering and energy; Power measurement; Shape; Smoothing methods; Time measurement; Yield estimation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099333
