Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach
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Publication:5173317
DOI10.1088/0266-5611/31/1/015009zbMath1323.35214arXiv1405.2276WikidataQ59393835 ScholiaQ59393835MaRDI QIDQ5173317
Eric L. Miller, Arvind K. Saibaba, Peter K. Kitanidis
Publication date: 9 February 2015
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.2276
60G50: Sums of independent random variables; random walks
35R30: Inverse problems for PDEs
82B41: Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics
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