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linear recursive process

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  • Recursive Bayesian estimation — is a general probabilistic approach for estimating an unknown probability density function recursively over time using incoming measurements and a mathematical process model. Model The true state x is assumed to be an unobserved Markov process,… …   Wikipedia

  • Linear programming relaxation — In mathematics, the linear programming relaxation of a 0 1 integer program is the problem that arises by replacing the constraint that each variable must be 0 or 1 by a weaker constraint, that each variable belong to the interval [0,1] .That is,… …   Wikipedia

  • Automatically Tuned Linear Algebra Software — (ATLAS) is a software library for linear algebra. It provides a mature open source implementation of BLAS APIs for C and Fortran77.ATLAS is often recommended as a way to automatically generate an optimized BLAS library. While its performance… …   Wikipedia

  • Recurrence relation — Difference equation redirects here. It is not to be confused with differential equation. In mathematics, a recurrence relation is an equation that recursively defines a sequence, once one or more initial terms are given: each further term of the… …   Wikipedia

  • Fibonacci number — A tiling with squares whose sides are successive Fibonacci numbers in length …   Wikipedia

  • Diagonalizable matrix — In linear algebra, a square matrix A is called diagonalizable if it is similar to a diagonal matrix, i.e., if there exists an invertible matrix P such that P −1AP is a diagonal matrix. If V is a finite dimensional vector space, then a linear …   Wikipedia

  • Divided differences — In mathematics divided differences is a recursive division process. The method can be used to calculate the coefficients in the interpolation polynomial in the Newton form. Contents 1 Definition 2 Notation 3 Example …   Wikipedia

  • Sub-Saharan Africa — Black Africa redirects here. For the Namibian football team, see Black Africa F.C.. Definition of Sub Saharan Africa as used in the statistics of the UN institutions. However, Sudan and South Sudan is classified as North Africa by the United… …   Wikipedia

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

  • Algorithm — Flow chart of an algorithm (Euclid s algorithm) for calculating the greatest common divisor (g.c.d.) of two numbers a and b in locations named A and B. The algorithm proceeds by successive subtractions in two loops: IF the test B ≤ A yields yes… …   Wikipedia

  • Multivariate adaptive regression splines — (MARS) is a form of regression analysis introduced by Jerome Friedman in 1991.[1] It is a non parametric regression technique and can be seen as an extension of linear models that automatically models non linearities and interactions. The term… …   Wikipedia

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