What is the Covariance Analog of the Paige and Saunders Information Filter? (Q3982108)

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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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