The equivalence between the Cholesky decomposition and the Kalman filter
- Author
- EUBANK, R. L1 ; WANG, Suojin1
[1] Department of Statistics, Texas A&M University, College Station, TX 77843, United States - Source
The American statistician. 2002, Vol 56, Num 1, pp 39-43 ; ref : 6 ref
- CODEN
- ASTAAJ
- ISSN
- 0003-1305
- Scientific domain
- Mathematics
- Publisher
- American Statistical Association, Alexandria, VA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Distribution statistique Filtre Kalman Méthode Cholesky Méthode décomposition Méthode espace état Théorie approximation 62E17
- Keyword (en)
- Statistical distribution Kalman filter Cholesky method Decomposition method State space method Approximation theory
- Keyword (es)
- Distribución estadística Filtro Kalman Método Cholesky Método descomposición Método espacio estado
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02F Distribution theory
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 13462061
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1198/000313002753631349 
https://dx.doi.org/10.1198/000313002753631349
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