Efficient time propagation of U-D covariance factors
From MaRDI portal
Publication:3703779
DOI10.1109/TAC.1981.1102737zbMath0579.93070MaRDI QIDQ3703779
Publication date: 1981
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Related Items
A new forward-pass fixed-interval smoother using the U-D information matrix factorization, Discussion on: ``UDU factored discrete-time Lyapunov recursions and optimal reduced-order LQG problems