IEEE Transactions on Automatic Control · 1978 · 35 citations · 6 references
Natural SciencesComputer ScienceMathematicsAlgorithmsLinear AlgebraMatrix ComputationNumerical AlgorithmsNumerical AnalysisNumerical Linear AlgebraNumerical Methods For Differential EquationsComputational Matrix TheoryMatrix Equation SolversMatrix Formulation
By considering the square root of a matrix as being a special case of a matrix Riccati-type equation, a fast economical algorithm is developed as a stable generalization of the process given in [1].
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Sequential square root filtering and smoothing of discrete linear systems
G. Bierman · Automatica · 1974 · 73 citations