Generalized Chandrasekhar recursions from the generalized Schur algorithm.

Ali H. Sayed Thomas Kailath Hanoch Lev-Ari

Published in: IEEE Trans. Autom. Control. (1994)

Keyphrases

dynamic programming
square root
learning algorithm
optimal solution
k means
np hard
objective function
probabilistic model
em algorithm
filtering algorithm
similarity measure
expectation maximization
kalman filtering