| Title:
|
A square root filter for real time multivariate regression (English) |
| Author:
|
Peterka, Václav |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
11 |
| Issue:
|
1 |
| Year:
|
1975 |
| Pages:
|
(53)-67 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60H99 |
| MSC:
|
62J05 |
| MSC:
|
62M10 |
| MSC:
|
93E10 |
| idZBL:
|
Zbl 0314.62028 |
| idMR:
|
MR0403769 |
| . |
| Date available:
|
2009-09-24T16:44:11Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124229 |
| . |
| Reference:
|
[1] Anderson T. W.: An Introduction to Multivariate Statistical Analysis.John Wiley, N. Y. 1958. Zbl 0083.14601, MR 0091588 |
| Reference:
|
[2] Durbin J.: Estimation of Parameters in Time-series Regression Models.J. Royal Stat. Soc. Series B 22 (1960), 1, 134-153. Zbl 0100.14601, MR 0121950 |
| Reference:
|
[3] Åström K. J., Wittenmark B.: Problems of Identification and Control.Journal of Mathematical Analysis and Applications, 34 (1971), 90-113. MR 0278799 |
| Reference:
|
[4] Jazwinski A. H.: Stochastic Processes and Filtering Theory.Academic Press, New York-London 1970. Zbl 0203.50101 |
| Reference:
|
[5] Lee R. C. K.: Optimal Estimation, Identification, and Control.MIT Press, 1964. Zbl 0137.35703 |
| Reference:
|
[6] Åström K. J.: Lectures on the Identification Problem - The Least Square Method.Report 6806, Lund Institute of Technology, Sweden, 1968. |
| Reference:
|
[7] Sage A. P., Melsa J. L.: Estimation Theory with Applications to Communications and Control.McGraw-Hill, N. Y. 1971. Zbl 0255.62005, MR 0501447 |
| Reference:
|
[8] Householder A. S.: The Theory of Matrices in Numerical Analysis.Blaisdell Publ. Comp., 1964. Zbl 0161.12101, MR 0378371 |
| Reference:
|
[9] Kaminski P. G., Bryson A. E., Schmidt S. F.: Discrete Square Root Filtering: A Survey of Current Techniques.IEEE Trans. AC-16 (December 1971), 6, 727-735. |
| Reference:
|
[10] Faddeev D. K., Faddeeva V. N.: Numerical Methods of Linear Algebra.(in Russian). Fizmatgiz, Moscow 1963. |
| . |
