A Decomposition Method for Positive Semidefinite Matrices...

SIAM Journal on Matrix Analysis and Applications 2001 / 01 Vol. 22; Iss. 4

A Decomposition Method for Positive Semidefinite Matrices and Its Application to Recursive Parameter Estimation

Cao, Liyu, Schwartz, Howard M.
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Volume:
22
Language:
english
Journal:
SIAM Journal on Matrix Analysis and Applications
DOI:
10.1137/s0895479899364027
Date:
January, 2001
File:
PDF, 168 KB
english, 2001
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