... systems.202 Kalman Filtering: Theory and Practice Using MATLAB, Second Edition,Mohinder S. Grewal, Angus P. AndrewsCopyright # 2001 John Wiley & Sons, Inc.ISBNs: 0-4 7 1-3 925 4-5 (Hardback); 0-4 7 1-2 663 8-8 ... UÀ1)for i=m :-1 :1,for j=m :-1 :i+1,U(i,j)=-U(i,j);for k=i+1:j-1,U(i,j)=U(i,j)-U(i,k)*U(k,j);end;end;end;Computational complexity: mm À1m À2=6 flops:6.4 FACTORIZATION METHODS FOR KALMAN FILTERING ... Triangular Resultfor j=1:m, for j=m :-1 :1,for i=1:j, for i=j :-1 :1,sigma=M(i,j); sigma=M(i,j);for k=1:j-1, for k=j+1:m,sigma=sigma-C(i,k)*C(j,k); sigma=sigma-C(i,k)*C(j,k);end; end;if i==j...