Large-scale Kalman filtering using the limited memory BFGS method (Q964112)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-scale Kalman filtering using the limited memory BFGS method |
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Large-scale Kalman filtering using the limited memory BFGS method (English)
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14 April 2010
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Kalman filter
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Bayesian estimation
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large-scale optimization
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numerical examples
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multiplication of matrices
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inversion of matrices
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limited memory Broyden-Fletcher-Goldfarb-Shanno method
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