Accession Number:

AD0751784

Title:

Triangular Decomposition of a Positive Definite Matrix Plus a Symmetric Dyad with Applications to Kalman Filtering

Descriptive Note:

Technical rept.

Corporate Author:

NATIONAL RANGE OPERATIONS DIRECTORATE WHITE SANDS MISSILE RANGE NM ANALYSIS AND COMPUTATION DIV

Personal Author(s):

Report Date:

1972-10-01

Pagination or Media Count:

21.0

Abstract:

An algorithm for the triangular decomposition of the sum of a positive definite matrix and a symmetric dyad is described. Several applications of the algorithm to the implementation of a square root Kalman filter are given.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE