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Matrix square root and Cholesky factorization
Hello i would like to find the square root of a symmetric and positive definite matrix. If i use chol (Cholesky factorization), ...
3 years 前 | 0 个回答 | 0
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Extended Kalman Filter: Measurement equation and Covariance Matrix
Hello, i am trying to implement an EKF for orbit determination of a spacecraft. The state which i am interested to estimate is ...
3 years 前 | 0 个回答 | 0