Gram-Schmidt algorithms for covariance propagation†

DOI10.1080/00207177708922225zbMATH Open0344.62077OpenAlexW4244090471MaRDI QIDQ4113290FDOQ4113290

Authors: Catherine L. Thornton, Gerald J. Bierman 

Publication date: 1977

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177708922225

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)
• Solving linear least squares problems by Gram-Schmidt orthogonalization

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