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V-invariant methods, generalised least squares problems, and the Kalman filter

Osborne, Michael; Soderkvist, Inge


An important consideration in solving generalised least squares problems is the dimension of the covariance matrix V. This has the dimension of the data set and is large when the data set is large. In addition the problem can be formulated to have a well

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
Source: ANZIAM Journal


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