Algorithmic Differentiation of the MWGS-Based Arrays for Computing the Information Matrix Sensitivity Equations within the Problem of Parameter Identification - Tsyganov, Andrey; Tsyganova, Julia (Mathematics (Basel), 2022)
Keywords: algorithmic differentiation; Algorithms; array algorithms; Arrays; Computation; Decomposition; Difference equations; Differentiation; Discrete time systems; information filter; information matrix; Kalman filters; Mathematics; Matrices (mathematics); MWGS-orthgonalization; Noise; Parameter identification; Parameter sensitivity; Robustness (mathematics); Roundoff error; Sensitivity; sensitivity equation; State space models; Stochastic systems; Transformations (mathematics)