On rationalizing expectations using rank-one updates of the Kalman filter
β Scribed by B. Rustem; K. Velupillai
- Book ID
- 104174591
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 269 KB
- Volume
- 10
- Category
- Article
- ISSN
- 0165-1889
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
AlWlract--A continuous optnnal filtenng is suggested which ts statable for systems w~th unknown and nonstalaonary dynarmc and measurement nomes On-hne adjustment of the gin towards the optimal value ts based on filtered autocorrelalaon funcuons of the mnovatmn sequence
The use of the symmetric rank-one Hessian update and the Ε½ . BroydenαFletcherαGoldfarbαShano BFGS update formula are considered in an ab initio molecular geometry optimization algorithm. It is noted that the symmetric rank-one Hessian update has an advantage when compared with the BFGS update formul