Abstract
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.
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© 2001 Springer-Verlag Berlin Heidelberg
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Borre, K. (2001). Block Elimination and Weight Matrices. In: Benciolini, B. (eds) IV Hotine-Marussi Symposium on Mathematical Geodesy. International Association of Geodesy Symposia, vol 122. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-56677-6_13
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DOI: https://doi.org/10.1007/978-3-642-56677-6_13
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-62574-9
Online ISBN: 978-3-642-56677-6
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