A Note on a Matrix Inversion in Multiple Exponential Smoothing
多重指数平滑中的矩阵求逆札记
Summary In discussing the equivalence of certain polynomial predictors, Godolphin and Harrison (1975) note a matrix U employed in Multiple Exponential Smoothing whose inverse has not been obtained explicitly. The inverse of a related matrix p is obtained here and the relationship between the two matrices U and p reveals why no inverse has been obtained in general for U.