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A square root filter for real time multivariate regression
Kybernetika, Tome 11 (1975) no. 1, pp. 53-67 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60H99, 62J05, 62M10, 93E10 
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Peterka, Václav. A square root filter for real time multivariate regression. Kybernetika, Tome 11 (1975) no. 1, pp. 53-67. http://geodesic.mathdoc.fr/item/KYB_1975_11_1_a5/

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[8] Householder A. S.: The Theory of Matrices in Numerical Analysis. Blaisdell Publ. Comp., 1964. | MR | Zbl

[9] Kaminski P. G., Bryson A. E., Schmidt S. F.: Discrete Square Root Filtering: A Survey of Current Techniques. IEEE Trans. AC-16 (December 1971), 6, 727-735.

[10] Faddeev D. K., Faddeeva V. N.: Numerical Methods of Linear Algebra. (in Russian). Fizmatgiz, Moscow 1963.