Cholesky decomposition
Mathematics
Ensemble Kalman filter
Kalman filter
Inverse
Covariance matrix
Applied mathematics
Minimum degree algorithm
Decomposition
Extended Kalman filter
Covariance
Matrix (chemical analysis)
Algorithm
Covariance intersection
Mathematical optimization
Estimation of covariance matrices
Incomplete Cholesky factorization
Statistics
Eigenvalues and eigenvectors
Physics
Geometry
Materials science
Quantum mechanics
Composite material
Ecology
Biology
