A unified square-root-free approach for QRD-based recursive-least-squares estimation

DOI10.1109/78.205742MaRDI QIDQ4039010zbMATH OpenOpenAlexFDO

Authors S. F. Hsieh, K. J. Ray Liu, Kung Yao

Publication date 8 August 1993

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.205742

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24)

Cited in

(1)

• Square-root RTS smoothing algorithms

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