Block Elimination and Weight Matrices

  • Kai Borre
Conference paper
Part of the International Association of Geodesy Symposia book series (IAG SYMPOSIA, volume 122)


We describe the technique of block elimination. It is used for explaining Schreiber’s device. We use the technique to derive the equations for sequential least-squares problems. In so doing we derive the basic equations for the Kaiman filter. Finally we study the influence of changing the weight of observations. We bring a list of matrix identities as several steps rely on these.

Copyright information

© Springer-Verlag Berlin Heidelberg 2001

Authors and Affiliations

  • Kai Borre
    • 1
  1. 1.Danish GPS CentrerAalborg OestDenmark

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