What is the covariance analog of the Paige and Saunders information filter? /

Bibliographic Details

Main Authors:	Osborne, M. R. (Michael Robert) (Author), Prvan, Tania (Author)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1989]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 82.
Subjects:	Kalman filtering. Filters (Mathematics) Interpolation. Stochastic processes. Analysis of covariance. Mathematical statistics.