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- W2018201045 abstract "Block banded matrices generalize banded matrices. In this paper, we exploit properties of full matrices whose inverses are L-block banded to derive fast inverses for such matrices, and inverses for matrices that are themselves block banded. We apply these results to design fast implementations for the Kalman-Bucy filter in applications arising often in the physical sciences where the underlying models derive from discretizations of partial differential equations and the observations are sparse." @default.
- W2018201045 created "2016-06-24" @default.
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- W2018201045 date "2002-05-01" @default.
- W2018201045 modified "2023-09-24" @default.
- W2018201045 title "Fast inversion of L-block banded matrices and their inverses" @default.
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- W2018201045 doi "https://doi.org/10.1109/icassp.2002.5744058" @default.
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