平均因子分解法，適用于正定矩陣First, let s recall the definition of the Cholesky decomposition: Given a symmetric positive definite square matrix X, the Cholesky decomposition of X is the factorization X=U U, where U is the square root matrix of X, and satisfies:
(1) U U = X
(2) U is upper triangular (that is, it has all zeros below the diagonal).
It seems that the assumption of positive definiteness is necessary. Actually, it is "positive definite" which guarantees the existence of such kind of decomposition.
We present a particle filter construction for a system that exhibits
time-scale separation. The separation of time-scales allows two simplifications
that we exploit: i) The use of the averaging principle for the
dimensional reduction of the system needed to solve for each particle
and ii) the factorization of the transition probability which allows the
Rao-Blackwellization of the filtering step. Both simplifications can be
implemented using the coarse projective integration framework. The
resulting particle filter is faster and has smaller variance than the particle
filter based on the original system. The convergence of the new
particle filter to the analytical filter for the original system is proved
and some numerical results are provided.
PartiTek SDK
PartiTek Software Inc. is a professional image processing and barcode software development company that produces the SDK to encode & decode PDF417, QR Code, Data Matrix . By using PartiTek software, our users have successfully leveraged many years of university level research into their products, gaining increased reading accuracy and simple barcode creation.
QRcode modules FOR Linux.
