Maybeck; Peter S Extended Kalman Filter (Filtering Problem (Stochastic Processes) Filtering Problem (Stochastic Processes)): Difference between revisions

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(Created page with "== Time Complexity == $O(n^{2} log^{2} n)$ == Space Complexity == $O(n^{2})$? words (Generally works with a constant number of O(n)*O(n)-sized matrices per iteration) == Description == == Approximate? == Exact == Randomized? == No, deterministic == Model of Computation == Word/Real RAM == Year == 1979 == Reference ==")
 
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== Time Complexity ==  
== Time Complexity ==  


$O(n^{2} log^{2} n)$
$O(n^{2} \log^{2} n)$


== Space Complexity ==  
== Space Complexity ==  

Latest revision as of 08:49, 10 April 2023

Time Complexity

$O(n^{2} \log^{2} n)$

Space Complexity

$O(n^{2})$? words

(Generally works with a constant number of O(n)*O(n)-sized matrices per iteration)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1979

Reference