Comment on "Order-recursive factorization of the pseudoinverse of a covariance matrix" [with reply]

DOI10.1109/TAC.2002.804453zbMATH Open1364.93878MaRDI QIDQ5267038FDOQ5267038

Jie Zhou, Yunmin Zhu

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) Estimation and detection in stochastic control theory (93E10)

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