Algorithms for Block Tridiagonal Systems: Stability Results for Generalized Kalman Smoothing
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DOI: 10.1016/j.ifacol.2021.08.463
Abstract: Abstract Block tridiagonal systems appear in classic Kalman smoothing problems, as well in generalized Kalman smoothing, where problems may have nonsmooth terms, singular covariance, constraints, nonlinear models, and unknown parameters. In this paper, first we… read more here.
Keywords: generalized kalman; block tridiagonal; tridiagonal systems; stability ... See more keywords