DocumentCode :
801935
Title :
Measurement matrix partitioning theorem
Author :
Fagin, S.
Author_Institution :
Samuel L. Fagin Associates, New York, NY, USA
Volume :
14
Issue :
6
fYear :
1969
fDate :
12/1/1969 12:00:00 AM
Firstpage :
773
Lastpage :
774
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;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1969.1099333
Filename :
1099333
Link To Document :
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