Cholesky decomposition
Ensemble Kalman filter
Minimum degree algorithm
Computer science
Covariance matrix
Covariance
Algorithm
Kalman filter
Extended Kalman filter
Covariance intersection
Posterior probability
Estimator
Mathematical optimization
Mathematics
Statistics
Estimation of covariance matrices
Bayesian probability
Artificial intelligence
Incomplete Cholesky factorization
Eigenvalues and eigenvectors
Physics
Quantum mechanics
