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Timestamp:
03/14/08 18:11:21 (17 years ago)
Author:
smidl
Message:

Matrix in Cholesky decomposition, Square-root Kalman and many bug fixes

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1 modified

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  • doc/html/formula.repository

    r33 r37  
    1616\form#15:$\alpha$ 
    1717\form#16:$\beta$ 
     18\form#17:\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\]