Large-scale Kalman filtering using the limited memory BFGS method (Q964112)
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scientific article; zbMATH DE number 5692969
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| English | Large-scale Kalman filtering using the limited memory BFGS method |
scientific article; zbMATH DE number 5692969 |
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Large-scale Kalman filtering using the limited memory BFGS method (English)
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14 April 2010
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Kalman filter
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Bayesian estimation
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large-scale optimization
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numerical examples
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multiplication of matrices
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inversion of matrices
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limited memory Broyden-Fletcher-Goldfarb-Shanno method
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0.9221201
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0.90936476
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0.8898926
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0.88482714
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0.86801285
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0.8611134
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0.86065954
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0.8589989
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0.8551115
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0.85395265
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