Fast calculation of gain matrices for recursive estimation schemes
- 1 January 1978
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 27 (1), 1-19
- https://doi.org/10.1080/00207177808922343
Abstract
A sequence of vectors {x(t)} with dimension N is given, such that x(t+1) is obtained from x(t) by introducing p new elements, deleting p old ones, and shifting the others in some fashion. The sequence of vectors $ is sought. This paper presents a method of calculating these vectors with proportional-to-Np operations and memory locations, in contrast to the conventional way which requires proportional-to-N 2 operations and memory locations. A non-symmetric case is also treated.Keywords
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