DocumentCode
801935
Title
Measurement matrix partitioning theorem
Author
Fagin, S.
Author_Institution
Samuel L. Fagin Associates, New York, NY, USA
Volume
14
Issue
6
fYear
1969
fDate
12/1/1969 12:00:00 AM
Firstpage
773
Lastpage
774
Abstract
It is shown that in optimal filter theory multidimensional observations can be incorporated one at a time, thus avoiding matrix inversions. In applications of optimal filter theory this is sometimes convenient from a programming viewpoint.
Keywords
Filtering; Optimization methods; Covariance matrix; Filters; Legged locomotion; Multidimensional systems; Power engineering and energy; Power measurement; Shape; Smoothing methods; Time measurement; Yield estimation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1969.1099333
Filename
1099333
Link To Document