What is the Covariance Analog of the Paige and Saunders Information Filter? (Q3982108)
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English | What is the Covariance Analog of the Paige and Saunders Information Filter? |
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What is the Covariance Analog of the Paige and Saunders Information Filter? (English)
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26 June 1992
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square root filter
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generalized least squares
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smoothing step
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