Krylov space approximate Kalman filtering (Q5397310)

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scientific article; zbMATH DE number 6260152
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Krylov space approximate Kalman filtering
scientific article; zbMATH DE number 6260152

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    Krylov space approximate Kalman filtering (English)
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    19 February 2014
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    Krylov subspace methods
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    conjugate gradient iteration
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    Lanczos iteration
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    Kalman filter
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    data assimilation
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    inverse problems
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    navigation systems
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    weather forecasting
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    oceanography
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    matrix inversion
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    quadratic minimization
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