A square root filter for real time multivariate regression

Václav Peterka

Kybernetika (1975)

  • Volume: 11, Issue: 1, page (53)-67
  • ISSN: 0023-5954

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Peterka, Václav. "A square root filter for real time multivariate regression." Kybernetika 11.1 (1975): (53)-67. <http://eudml.org/doc/27384>.

@article{Peterka1975,
author = {Peterka, Václav},
journal = {Kybernetika},
language = {eng},
number = {1},
pages = {(53)-67},
publisher = {Institute of Information Theory and Automation AS CR},
title = {A square root filter for real time multivariate regression},
url = {http://eudml.org/doc/27384},
volume = {11},
year = {1975},
}

TY - JOUR
AU - Peterka, Václav
TI - A square root filter for real time multivariate regression
JO - Kybernetika
PY - 1975
PB - Institute of Information Theory and Automation AS CR
VL - 11
IS - 1
SP - (53)
EP - 67
LA - eng
UR - http://eudml.org/doc/27384
ER -

References

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  1. Anderson T. W., An Introduction to Multivariate Statistical Analysis, John Wiley, N. Y. 1958. (1958) Zbl0083.14601MR0091588
  2. Durbin J., Estimation of Parameters in Time-series Regression Models, J. Royal Stat. Soc. Series B 22 (1960), 1, 134-153. (1960) Zbl0100.14601MR0121950
  3. Åström K. J., Wittenmark B., Problems of Identification and Control, Journal of Mathematical Analysis and Applications, 34 (1971), 90-113. (1971) MR0278799
  4. Jazwinski A. H., Stochastic Processes and Filtering Theory, Academic Press, New York-London 1970. (1970) Zbl0203.50101
  5. Lee R. C. K., Optimal Estimation, Identification, and Control, MIT Press, 1964. (1964) Zbl0137.35703
  6. Åström K. J., Lectures on the Identification Problem - The Least Square Method, Report 6806, Lund Institute of Technology, Sweden, 1968. (1968) 
  7. Sage A. P., Melsa J. L., Estimation Theory with Applications to Communications and Control, McGraw-Hill, N. Y. 1971. (1971) Zbl0255.62005MR0501447
  8. Householder A. S., The Theory of Matrices in Numerical Analysis, Blaisdell Publ. Comp., 1964. (1964) Zbl0161.12101MR0378371
  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. (1971) 
  10. Faddeev D. K., Faddeeva V. N., Numerical Methods of Linear Algebra, (in Russian). Fizmatgiz, Moscow 1963. (1963) 

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