The L-D factorization was also applied into Kalman filter to avoid computing the inverse of matrix, so its stability and precision is improved.
把矩阵分析中的L - D分解算法运用到该算法中以避免计算矩阵的逆,从而改善了算法的稳定性和精度。
2
In this paper, the algebraic perturbation theory of generalized B-D Inverse of L-nonnegative definite matrix is discussed. and the expressions of the algebraic perturbation are presented.