Comparing Kaczmarz with preconditioning to qr
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Research Posts
2022
2021
Numerical Spectral Factorization by Kalman Recursion
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Here is note on spectral factorization using the Kalman recursions. It is mainly a restatement on the same material by Kailath. However there are a number of details that are made more transparent.
Question for Dr. Lin
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I am perhaps trying to be too technical. By I am curious, even if this doesn’t belong in the note that I am writing about spectral factorization. In the context of a state-space model,
Meeting with Dr. Lin
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Had a brief meeting and reiterated points from last time.
Meeting with Dr. Lin
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Today we meet came up with the following tasks for me to do:
CKMS+
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Dec 31, 2021
Kalman Filtering Explained
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Here I explore the Kalman filter. I am seeking an intuitive, conceptually if not geometric understanding of the Kalman gain matrix.
Update
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Here are the papers I referenced:
2015
Blog Post number 4
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
2014
Blog Post number 3
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This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
2013
Blog Post number 2
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
2012
Blog Post number 1
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.