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Control theory / Numerical linear algebra / Linear filters / Functional analysis / Estimation theory / Kalman filter / Discretization / Data assimilation / Conjugate gradient method / Mathematics / Algebra / Numerical analysis
Date: 2012-10-16 19:53:53
Control theory
Numerical linear algebra
Linear filters
Functional analysis
Estimation theory
Kalman filter
Discretization
Data assimilation
Conjugate gradient method
Mathematics
Algebra
Numerical analysis

Fast Kalman filtering and forward-backward smoothing via a low-rank perturbative approach Eftychios A. Pnevmatikakis Kamiar Rahnama Rad Jonathan Huggins

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Source URL: www.stat.columbia.edu

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