Tracking and Kalman filtering made easy P12

Chia sẻ: Khinh Kha Kha | Ngày: | Loại File: PDF | Số trang:7

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Tracking and Kalman filtering made easy P12

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HOUSEHOLDER ORTHONORMAL TRANSFORMATION In the preceding chapter we showed how the elementary Givens orthonormal transformation triangularized a matrix by successfully zeroing out one element at a time below the diagonal of each column. With the Householder orthonormal transformation all the elements below the diagonal of a given column are zeroed out simultaneously with one Householder transformation. Specifically, with the first Householder transformation H 1 , all the elements below the first element in the first column are simultaneously zeroed out, resulting in the form given by (11.1-4). With the second Householder transformation H 2 all the elements below the second element...

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