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Multidimensional Hermite-Gaussian quadrature formulae and their application to nonlinear estimationA simplified technique is proposed for calculating multidimensional Hermite-Gaussian quadratures that involves taking the square root of a matrix by the Cholesky algorithm rather than computation of the eigenvectors of the matrix. Ways of reducing the dimension, number, and order of the quadratures are set forth. If the function f(x) under the integral sign is not well approximated by a low-order algebraic expression, the order of the quadrature may be reduced by factoring f(x) into an expression that is nearly algebraic and one that is Gaussian.
Document ID
19760060700
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Mcreynolds, S. R.
(California Institute of Technology, Jet Propulsion Laboratory, Pasadena Calif., United States)
Date Acquired
August 8, 2013
Publication Date
January 1, 1975
Subject Category
Numerical Analysis
Meeting Information
Meeting: Symposium on Nonlinear Estimation Theory and Its Applications
Location: San Diego, CA
Start Date: September 15, 1975
End Date: September 17, 1975
Accession Number
76A43666
Funding Number(s)
CONTRACT_GRANT: NAS7-100
Distribution Limits
Public
Copyright
Other

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