Factorization Methods for Discrete Sequential Estimation - (Dover Books on Mathematics) by Gerald J Bierman (Paperback)

This comprehensive guide is a must-read for advanced undergraduates and graduate students looking to master matrix factorization methods.

With its practical approach and detailed explanations, it provides readers with the tools they need to efficiently and reliably estimate algorithms.

The book covers a range of topics, including least squares data processing, the Kalman filter algorithm, positive definite matrices, Cholesky decomposition, Householder orthogonal transformations, sequential square root data processing, mapping effects, process noise, biases, and covariance analysis.

Additionally, it explores SRIF error analysis and square root information smoothing.

Whether you're a student looking to deepen your understanding of matrix factorization or a professional seeking a reliable reference, this book is the perfect choice.