Square-root algorithms for least-squares estimation
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Publication:4085594
DOI10.1109/TAC.1975.1100994zbMath0322.93036MaRDI QIDQ4085594
Publication date: 1975
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
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