133 reputation
5
bio website scio.de
location Germany
age
visits member for 3 years, 7 months
seen Apr 8 at 15:00

Kay Bothfeld. Software developer and creator of RRRunner for iPhone, a 3D platform runner game that is played using motions only.

Specialised on iPhone development with XCode and Unity3D, long years of java and J2EE development). I started writing a blog about software development with Unity3D and XCode using C# and Objective-C:
SCIO Development Blog

You can find more information about me and my own company SCIO at
www.scio.de
LinkedIn
@scio.ffm


Mar
25
awarded  Scholar
Mar
25
accepted Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
Apr
21
comment Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
I tried to do all the multiplications given in the abstract formulation but this leads to exploding equations. I am thinking about some empiric approach using Octave/Matlab to get an idea of what is going on.
Apr
21
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
Syntax.
Apr
21
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
Title changed
Apr
21
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
Syntax; more clarification.
Apr
20
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
added 1 characters in body
Apr
20
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
Entry in final question section added.
Apr
20
awarded  Supporter
Apr
20
comment Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
@moderators: Maybe PCA or more general multivariate-analysis would be a candidate for new tag.
Apr
20
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
Context related details (sensor); Using input from comments for clean up; Assumption.
Apr
20
comment Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
I think my description was a little bit confusing after the update: $B = U_k$ while $A = H_kP_k^-H_k^t + R_a$. Now the $R_a$ part of A is diagonal but $H_kP_k^-H_k^t$ not. I will edit the question to clear things up.
Apr
20
comment Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
$U_k$ is an error covariance matrix as well that cannot be obtained at this point in time. So it is approximated by the average of the last M steps i.e. from k-M to k-1.
Apr
20
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
More info about P and R; Link to http://en.wikipedia.org/wiki/Kalman_filter
Apr
20
comment Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
AFAIK that's all about it but I updated the question to get things more clear.
Apr
20
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
added 103 characters in body
Apr
20
awarded  Editor
Apr
20
revised Symmetric matrix decomposition with orthonormal basis of non-eigenvectors
Some more info about A
Apr
20
awarded  Student
Apr
20
asked Symmetric matrix decomposition with orthonormal basis of non-eigenvectors