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EXPLORATIONS IN SIMULATION, LEARNING, AND SYSTEMS.

MATH

Woodbury 公式、RLS 与 Kalman Filter

从 rank-one inverse update 推到 Sherman-Morrison 和 Woodbury,并连接递归最小二乘与 Kalman Filter。

MathMatrix MethodsData AnalysisNumerical Linear AlgebraWoodburyKalman Filter
约 32 分钟Read article
MATH

伪逆、最小二乘与最小范数解

把方阵、超定系统和欠定系统放在同一个伪逆框架下,区分最小二乘解与最小范数解。

MathMatrix MethodsData AnalysisNumerical Linear AlgebraPseudoinverseMinimum Norm
约 10 分钟Read article