Gram-Schmidt algorithms for covariance propagation†
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Publication:4113290
DOI10.1080/00207177708922225zbMath0344.62077OpenAlexW4244090471MaRDI QIDQ4113290
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
Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)
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