A Decomposition Method for Positive Semidefinite Matrices and Its Application to Recursive Parameter Estimation (Q2706309)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Decomposition Method for Positive Semidefinite Matrices and Its Application to Recursive Parameter Estimation |
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A Decomposition Method for Positive Semidefinite Matrices and Its Application to Recursive Parameter Estimation (English)
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19 March 2001
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positive semidefinite matrices
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matrix decomposition
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rank additivity
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least squares method
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recursive estimation
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parameter estimation algorithm
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