The Iterated Kalman Smoother as a Gauss–Newton Method (Q4308559)

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scientific article; zbMATH DE number 647841
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The Iterated Kalman Smoother as a Gauss–Newton Method
scientific article; zbMATH DE number 647841

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    The Iterated Kalman Smoother as a Gauss–Newton Method (English)
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    4 October 1994
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    decomposition algorithm
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    nonlinear least squares
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    nonlinear recursive least squares
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    Kalman smoother
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    maximum likelihood estimator
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    Gauss- Newton method
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