A new computationally efficient fixed-interval, discrete-time smoother (Q797559): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0005-1098(83)90005-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2167395017 / rank | |||
Normal rank | |||
Revision as of 21:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new computationally efficient fixed-interval, discrete-time smoother |
scientific article |
Statements
A new computationally efficient fixed-interval, discrete-time smoother (English)
0 references
1983
0 references
Attention in this paper is focused on the \textit{H. E. Rauch}, \textit{F. Tung}, \textit{C. T. Streibel} [Maximum-likelihood estimates of linear dynamic systems, AIAA J. 3, 1445-1450 (1965)] smoother formulation. The new result features computational efficiency, reliance on numerically stable matrix modification algorithms, and reduced computer storage.
0 references
Kalman filters
0 references
discrete-time smoothing
0 references
