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Appendix B: A Matrix Refresher

  1. Mohinder S. Grewal PhD, PE1 and
  2. Angus P. Andrews PhD2

Published Online: 28 MAY 2002

DOI: 10.1002/0471266388.appb

Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition

Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition

How to Cite

Grewal, M. S. and Andrews, A. P. (2002) Appendix B: A Matrix Refresher, in Kalman Filtering: Theory and Practice Using MATLAB ®, Second Edition, John Wiley & Sons, Inc., New York, USA. doi: 10.1002/0471266388.appb

Author Information

  1. 1

    California State University at Fullerton

  2. 2

    Rockwell Science Center, Thousand Oaks, California

Publication History

  1. Published Online: 28 MAY 2002
  2. Published Print: 2 JAN 2002

ISBN Information

Print ISBN: 9780471392545

Online ISBN: 9780471266389

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Keywords:

  • matrix forms;
  • matrix operations;
  • block matrix formulas;
  • square matrices;
  • norms;
  • Cholesky decomposition;
  • orthogonal decompositions;
  • quadratic forms;
  • matrix derivatives

Summary

This overview of the notation and properties of matrices as data structures and algebras is for readers familiar with the general subject of linear algebra but whose recall may be a little rusty. A more thorough treatment can be found in most college-level textbooks on linear algebra and matrix theory.