Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach (Q5173317)

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scientific article; zbMATH DE number 6399557
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Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach
scientific article; zbMATH DE number 6399557

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    Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach (English)
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    9 February 2015
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    Kalman filter
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    hierarchical matrices
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    random walk forecast model
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    uncertainty quantification
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