Gram-Schmidt algorithms for covariance propagation†

DOI10.1080/00207177708922225MaRDI QIDQ4113290zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• Solving linear least squares problems by Gram-Schmidt orthogonalization

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