A VECTOR SPACE DERIVATION-USING DYADS-OF WEIGHTED LEAST SQUARES FOR CORRELATED NOISE

Abstract

Matrix-analysis and recursive matrix computing subroutines offer hope of relieving the current computer data deluge. Classical weighted least squares for multivariable parameter estimation in the presence of correlated noise are developed in a geometrical vector space setting. Rank-one matrices, or dyads, are used extensively, especially in obtaining gradients of traces of variance matrices.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1968
Accession Number
AD0674190

Entities

People

  • James S. Pappas.

Organizations

  • United States Army Test and Evaluation Command

Tags

Communities of Interest

  • Sensors
  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Arithmetic
  • Calibration
  • Computations
  • Computer Programming
  • Computer Programs
  • Computers
  • Data Processing
  • Measurement
  • New Mexico
  • Notation
  • Polynomials
  • Procedures (Computers)
  • Test And Evaluation
  • Vector Spaces

Readers

  • Linear Algebra
  • Regression Analysis.

Technology Areas

  • Space