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Appendix B: A Matrix Refresher

  1. Mohinder S. Grewal1 and
  2. Angus P. Andrews2

Published Online: 29 JAN 2008

DOI: 10.1002/9780470377819.app2

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

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

How to Cite

Grewal, M. S. and Andrews, A. P. (2008) Appendix B: A Matrix Refresher, in Kalman Filtering: Theory and Practice Using MATLAB®, Third Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470377819.app2

Author Information

  1. 1

    California State University at Fullerton, USA

  2. 2

    Rockwell Science Center, USA

Publication History

  1. Published Online: 29 JAN 2008
  2. Published Print: 25 AUG 2008

ISBN Information

Print ISBN: 9780470173664

Online ISBN: 9780470377819

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Summary

This appendix contains sections titled:

  • Matrix Forms

  • Matrix Operations

  • Block Matrix Formulas

  • Functions of Square Matrices

  • Norms

  • Cholesky Decomposition

  • Orthogonal Decompositions of Matrices

  • Quadratic Forms

  • Derivatives of Matrices