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Uncertainties in inverse dynamics solutions: A comprehensive analysis and an application to gait

✍ Scribed by Raziel Riemer; Elizabeth T. Hsiao-Wecksler; Xudong Zhang


Book ID
116498777
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
829 KB
Volume
27
Category
Article
ISSN
0966-6362

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An estimator of the inverse covariance m
✍ B. David; G. Bastin πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 202 KB

An exact formula of the inverse covariance matrix of an autoregressive stochastic process is obtained using the Gohberg}Semencul explicit inverse of the Toeplitz matrix. This formula is used to build an estimator of the inverse covariance matrix of a stochastic process based on a single realization.