Factorization Methods for Discrete Sequential Estimation
Gerald J. BiermanISBN: 0486449815;
This estimation reference text thoroughly describes matrix factorization methods successfully employed by numerical analysts, familiarizing readers with the techniques that lead to efficient, economical, reliable, and flexible estimation algorithms. Geared toward advanced undergraduates and graduate students, this pragmatically oriented presentation is also a useful reference, featuring numerous appendixes. 1977 edition.
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