V-invariant methods, generalised least squares problems, and the Kalman filter
| dc.contributor.author | Osborne, Michael | |
| dc.contributor.author | Soderkvist, Inge | |
| dc.date.accessioned | 2015-12-13T22:49:07Z | |
| dc.date.available | 2015-12-13T22:49:07Z | |
| dc.date.issued | 2004 | |
| dc.date.updated | 2015-12-11T10:32:39Z | |
| dc.description.abstract | 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 | |
| dc.identifier.issn | 1446-8735 | |
| dc.identifier.uri | http://hdl.handle.net/1885/80387 | |
| dc.publisher | Australian Mathematical Society | |
| dc.source | ANZIAM Journal | |
| dc.title | V-invariant methods, generalised least squares problems, and the Kalman filter | |
| dc.type | Journal article | |
| local.bibliographicCitation.lastpage | C247 | |
| local.bibliographicCitation.startpage | C232 | |
| local.contributor.affiliation | Osborne, Michael, College of Physical and Mathematical Sciences, ANU | |
| local.contributor.affiliation | Soderkvist, Inge, Lulea University of Technology | |
| local.contributor.authoruid | Osborne, Michael, u4592503 | |
| local.description.notes | Imported from ARIES | |
| local.description.refereed | Yes | |
| local.identifier.absfor | 010399 - Numerical and Computational Mathematics not elsewhere classified | |
| local.identifier.ariespublication | MigratedxPub8652 | |
| local.identifier.citationvolume | 45 | |
| local.identifier.scopusID | 2-s2.0-35248864330 | |
| local.type.status | Published Version |